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)

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?

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

Helper, please. You can use any definition you are familiar with also. Only I need a fractional definition.

Thanks

My question is about the physics package: when transforming the metric tensor to new coordinates, sometimes the new coordinate can be expressed easily as a variable inside the new matrix entries,  but the new matrix is still displayed completely in terms of the old variables. How can I force it to display everything in terms of the new ones?

Why I get "Error, invalid subscript selector" error in my code?

y1 := Grid:-Seq(UP1(s, U, V, W, Phi, Xi, N, a, b, II, JJ, A, B, Dd, M, Ns), s = 1 .. 7);
UKt := add(y1[i], i = 1 .. 7);

Error, invalid subscript selector

As you can see y1 is defined without any problem and have 7 seqments, but the next line warns invalid subscript selector.

I read the article "Approximate Symmetries and Infinite Series Symmetry Reduction Solutions to Perturbed Kuramoto–Sivashinsky Equation", and also searched out in Maplesoft website, but couldn't found. Does anyone have the package?

I would like to be able to use python's matplotlib from Maple. I am doing the following currently

with(Python)
Start('home' = "/opt/anaconda3/lib/python3.9", 'path' = "/opt/anaconda3/lib/python3.9/site-packages")
ImportModule("matplotlib as mpl")

and the error I get back is

Error, (in Python:-ImportModule) ModuleNotFoundError: No module named 'matplotlib'
['Traceback (most recent call last):\n', '  File "<string>", line 1, in <module>\n', "ModuleNotFoundError: No module named 'matplotlib'\n"]

The string I passed into path is the directory where matplotlib seems to be located as far as I can tell. I looked this up in my IDE Spyder, but using the command print(matplotlib__file__).

UPDATE: but actually if I open a new worksheet and execute 

with(Python)
Start('home' = "/opt/anaconda3/lib/python3.9", 'path' = "/opt/anaconda3/lib/python3.9/site-packages")

The error is that 

Error, (in Python:-Start) unable to start Python: could not create process, mpython

So Maple isn't finding Python apparently.

I tried for 'home' also "/opt/anaconda3/bin", did not work.