# Exercise on Ito's rule for two correlated stocks.

Hi,

• Mathe
+1

I believe a question in advanced math material warrants a much higher bounty.

• What are they typically worth?

• I believe for a problem on stochastic calculus and going over your solution, a bounty of $25 is warranted. • Thank you for making me aware :) • I think you set it to$20 and not $25. Perhaps that was on purpose. • That's the amount of credit I had left. Will see if it is enough. • Would it be enough to just point out the mistakes you have? Or do you want the correct derivation as well? Because I've seen two mistakes already. • The derivation doesn't have to be detailed, but would like a rough sketch and answers. • I've finished writing a response explaining the correct idea and listing the mistakes you made. I would submit it immediately for$25.

• Thank you for your suggestions. It was my understanding that for Brownian motion, mu = 0 and sigma = 1. Thus, the terms I did not include are not needed. However, I still end up with the incorrect values - I might just be an idiot at calculating this, but could you provide the values of the parameters?

• Mathe
+1

I will edit my reponse to address your comment. But bare in mind that S_i are not Brownian motions. W_i are brownian motions.

• Increased it to 25 :) Looking forward to it

• Thank you so much Mathe. Your explanation really helped me understand it. Have you received the money?

• I did! Thank you!

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