Posts Tagged ‘spherical cow’

Elliptical Chicken Problem

January 17, 2009

I referred to a problem the other day (the LN model of the QIF) as an “elliptical chicken” problem, after having solved the spherical cow problem of the LN model for an OU process.  Based on Google, cuil, and surfwax searches, no one has used that phrase on the internet.  This post serves as evidence that I coined the term “elliptical chicken” in reference to a slightly less simplified model.