Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics. Patrick Muldowney
Читать онлайн.| Название | Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics |
|---|---|
| Автор произведения | Patrick Muldowney |
| Жанр | Математика |
| Серия | |
| Издательство | Математика |
| Год выпуска | 0 |
| isbn | 9781119595526 |
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with
is a sample path for the processes
With
can be calculated for this particular sequence of share price U‐D transitions, using
for
Table 2.4 UD sample paths for processes
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| 1. | U | U | U | U | 10 |
| 2. | D | U | U | U | 5 |
| 3. | U | D | U | U | 4 |
| 4. | D | D | U | U | 1 |
| 5. | U | U | D | U | 3 |
| 6. | D | U | D | U | 0 |
| 7. | U | D | D | U | ‐1 |
| 8. | D | D | D | U | ‐2 |
| 9. | U | U | U | D | 2 |
| 10. | D | U | U | D | ‐1 |
| 11. | U | D | U | D | ‐2 |
| 12. | D | D | U | D | ‐3 |
| 13. | U | U | D | D | ‐3 |
| 14. | D | U | D | D |