Joerg Picard

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13 years, 104 days

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These are questions asked by Joerg Picard

Like to use a few brief Maple commands in a presentation, but don't want to have the output shown in advance. Is there a way of saving a worksheet without the output or load it with just the commands?

Trying to create multi-dimensional geometric brownian motion by using:

W := GeometricBrownianMotion(Vector(N, 1), Vector(N), B.B^%T);

but receive the following error message:

Error, (in Finance:-GeometricBrownianMotion) invalid input: ProcessOptions expects its 1st argument, x0, to be of type realcons, but received Vector(2, {(1) = 1, (2) = 1})

The vectors and B.B' matrix are fine, because

W := BrownianMotion(Vector(N, 1), Vector(N), B.B^%T);

Defined a demand function:

x:=(p,w)->w/(p[1]+p[2]+p[3])*Vector([p[2]/p[1],p[3]/p[2],p[1],p[3]])

The Slutsky Matrix is calculated as Dpx(p,w) + Dwx(p,w) x(p,w)^T with Dpx(p,w) = Jacobian for p1, p2, p3 and Dwx(p,w) is a column vector of the derivate of x1, x2, x3 in respect to w.

Step by step:

Dxp := Jacobian(x(p,w),[p[1],p[2],p[3]])

yields the correct Jacobian.

For Dwx I've tried several different methods, i.e.

Dwx := Jacobian(x(p,w),[w...

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