When I tried your calculation, I got
(%o18) dt*('diff(f(t),t,2)/f(t)-('diff(f(t),t,1))^2/f(t)^2+
(sigma_f*sigma_g+r)/f(t)-sigma_f^2/2)+dz*sigma_f
What is wrong with (%o18)? In general, derivatives with respect to
non-symbols
(for example, diff(g(f,t),f(t),1)) might not work, but it seems to be OK
for this
calculation.
Barton
-----maxima-bounces at math.utexas.edu wrote: -----
>Here?is?what?I?tried:
>
>g(f,t):=log(f(t));
>
>(diff(g(f,t),f(t),1)*(r?+?sigma_f?*?sigma_g)?+?diff(g(f,t),t,2)?+?1/2*
>diff(g(f,t),f(t),2)*(sigma_f?*?f(t))^2)*dt?+?diff(g(f,t),f(t),1)*(sigma_f
>*?f(t))*dz;
>I?don't?get?what?I?want?i.e.?I?it?does?not?seem?to?derive.?What?I?am
>getting?wrong?in?the?syntax?
>
>Can?anyone?please?help?