Typo in Exercise 2c_澳门皇冠体育,皇冠足球比分

fredb
2022-06-15T08:37:44.977Z
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www.uio.no

In the formula at the very end of page 2 on the exam, there is a typo. The formula

P=E_{tilde Q}[max(exp(....)-1,0)]

contains both time "t" and "T". The two occurrences of "t" should read "T"! Hence the expression in the argument of exp(...) is

(a+1/2sigma_2^2) T + sigma_1 W_1(T)-sigma_2W_2(T)+I(T)