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Let Xn = the value of variable E as f(Wn, Xn-1) for n = : 1,..., P, for some function f(). Let us define
Let Xn = the value of variable E as f(Wn, Xn-1) for n = : 1,..., P, for some function f(). Let us define (3) E = ||C-Xp||, for some constant C. What is the value of the gradient ? axo
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
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