[944] Assignment 4, Question 2.b

Xi (Ronnie) Chen ronniechen at cmu.edu
Wed Feb 6 23:28:28 EST 2019


Hi Professor,

Would you please provide some hints on how to calculate the circled term in
the attached screenshot of this email (which is the first expectation
on 20190205-l7.pdf page 27)?

Thanks!

-- 
Xi (Ronnie) Chen
Carnegie Mellon University, Tepper School of Business
M.S. Computational Finance Candidate, December 2019
(201) 208-1838
ronniechen at cmu.edu
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