Originally Posted by

**Zeroy** Hey Moo,

yes, that's GREAT. It just looks like exactly the formula we need.

Unfortunately I haven't much time these days(till sunday) for math. But I think maybe at least tonight I will take a little bit time and try to complete the proof, if it's not so hard anymore. And I think the rest shouldn't be.

Again, big thanks for this Bayes Version. I have "Arbitrage theory" of thomas björk and will take a look on it, if I can find this Bayes in it. I'm pretty sure it should be in it.

best regards!

P.s. "Treffend" -> fitting, accurate, to the point.

-> you have a well fitting signature for a math-forum ^^