关于<paul wilmott on quantitative finance,2nd version>第12章201页的问题

这段推导是不是有问题？求正确推导

you can make a brief description of the context and notation. (e.g. what is he doing, such as hedging an option with a different volatility)

and you can tell us where you think the derivation is wrong.

best,

Chemist_MZ 发表于 2014-2-13 10:10
you can make a brief description of the context and notation. (e.g. what is he doing, such as hedgin ...

抱歉，脑子晕了。。。自己推错了，抱歉。

pigmanstar 发表于 2014-2-13 10:54
抱歉，脑子晕了。。。自己推错了，抱歉。

没事儿，解决了就好:-)