[944] typo

[Hiroyuki Toda]

Professor,

In the proof of Theorem 4.23,
     1. there is no "1/2" in the exponential in the definition of G(tau, y).
     2. there is no "dy"s in the double integrals.
     3. two signs are wrong in the last equation, which has 0 in the right
side.

Hiro

On Fri, Nov 10, 2017 at 4:21 PM, Gautam Iyer <gi1242+944 at cmu.edu> wrote:

> On Fri, Nov 10, 2017 at 04:12:31PM -0500, Jordan Giebas wrote:
>
> > Page 11, eqn (4.3): the upper bound on the third sigma should be j-1,
> > not i -1.
>
> Indeed, fixed. Thanks again.
>
> GI
>
> --
> Why did the tomato turn red? Because it saw the salad dressing.
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-- 
Hiroyuki Toda
MSCF student (MS in Computational Finance) at Pittsburgh Campus
Carnegie Mellon University
Email: htoda at andrew.cmu.edu
Tel: 412-436-6196
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