[944] typo

[Jordan Giebas]

Page 11, eqn (4.3): the upper bound on the third sigma should be j-1, not i
-1.


JG

On Fri, Nov 10, 2017 at 12:37 PM, Gautam Iyer <gi1242+944 at cmu.edu> wrote:

> On Fri, Nov 10, 2017 at 12:22:55PM -0500, Jordan Giebas wrote:
>
> > I think there is an issue in your lecture notes. Regarding page 10 (first
> > of Stochastic Integration), when you define Quadratic Variation in Def
> 3.1
> > there is no \sum_{i=0}^{n-1} before the (\delta_{i}M)^2). I think there
> > should be.
>
> Yes, indeed. Thanks for pointing it out, I fixed it online.
>
> GI
>
> --
> Isaac Asimov said that if you want to find a chemist, ask him/her to
> discuss the following words: 1) mole 2) unionized. As he so eloquently
> put it, "If he starts talking about furry animals and organized labor,
> keep walking."
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-- 
Best Regards,

Jordan Giebas

Carnegie Mellon University, Tepper School of Business
M.S. Computational Finance Candidate, Class of 2019
(586)-718-5094
jgiebas at andrew.cmu.edu
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