I embed Maple code in Mobius for test questions. A simple 2-step CRR tree gives significantly different answer from the calculated by hand or by R's fOptions. Here is the piece of Mobius/Maple:

$ct = maple("
    with(Finance):
    S0:=50; X:=50; Ty:=6./12; r:=0.07; sig:=0.3156; n:=1;
    dt := Ty/n;
    u  := exp(sig*sqrt(dt));
    d  := 1/u;
    pu := (exp(r*dt) - d)/(u - d);
    pd := 1 - pu;
    BT := BinomialTree(Ty,n,S0,u,pu,d,pd);
    cT := ST -> max(ST - $X,0);
    Ec := EuropeanOption(cT, $Ty):
    LatticePrice(Ec,BT,$r);
    ");

The answer is: 6.545478168.  Exactly the same with BlackScholesBinomialTree

The correct answer should be 6.32

In this case the solution by hand is simply e^(-0.07*05)*0.5236*$12.50

R confirms 6.32:

CRRBinomialTreeOption(TypeFlag = "ce", S=S, X=X, Time=T, r=r, b=b, sigma=sig, n=n)@price

The error decreases with the increase of number of steps. All quantities before LatticePrice are calculated corectly. Any idea of what the reason might be?

Thanks.

Dear,

I would like to do equation of motion calculations using spin matrices.

I would like to do calculations using the  coupling.

Thanks for listening.

I'm trying to use Maple to take the following integral for positive values of a, b, c and non-negative integers i and j.

I know that for fixed values of j and k this doable — for example, for j=k=0 Mathematica gives

I'm trying the following code in Maple:

Am I doing anything wrong?

Hi dears

I have a pde system and want to get the solution of this system step by step. is there any command or bunch of commands that could help me?

(pde = partial differential equations)

I am using maple 2022 and the menu bar on top (that has restart,execute and other icons) is very blurry. 
I tried the instructions here but it did not help.
https://faq.maplesoft.com/s/article/Scaling-issues-when-using-high-resolution-monitors-on-a-Windows-machine?language=en_US

simplify(sqrt((x^2 + y^2)/x)/sqrt(x^2 + y^2)) assuming x>0, y>0

is not sqrt(1/x), why?

Warning, data could not be converted to float Matrix

Hi all, 

I am working with the physics package and I want to know if there is a difference between Physics:-CompactDisplay and PDEtools:-declare ?

As well as the difference between Physics:-Simplify and simplify.

For both cases, can they be used as the same ? Are they incompatible in some case?

Thanks !

Kevin

How to plot Nabla Discrete Mittag - Leffler Function in Maple?

For the attached worksheet "insert contents" worked two month ago. My computer settings have not changed since.

The same happens with an empty worksheet (document mode) created with 2022.2

Maple Worksheet - Error

Failed to load the worksheet /maplenet/convert/Unit_of_t.mw .

Download Unit_of_t.mw

Maple Worksheet - Error

Failed to load the worksheet /maplenet/convert/empty.mw .

Download empty.mw

How can we unveil all the possible transformations that reduce the number of independent variables of a given pde? I tried it by using "InvarientSolutions" which gives eight possible transformations. But under those transformations, I got only two different odes. Is there any other method/command from which we can get other possible odes of a given pde?

pde_ode.mw

The transformed boundary conditions are

Please and please, I have been having this challenge for some time now and I would be so so happy if I can get a solution to my challenge. I have been worried on:

how do I use these definitions (Volterra Integral Equation and Caputo definition) to solve