The objective of the problem was to count the number of (X,Y) pairs such that the value X XOR Y was less than or equal to C, while X The author attempted to address this using dynamic programming on the bit index of the outcome of X^Y (whe…

最近stochastic calculusにかんして混乱していま。Recently, I have been confused by alternative notations for expectation and measure. E* is the risk-neutral expectation. Expectation refers to expected value, meaning sigma(i=1 to n)xi*p(xi), …

たくさん悩んだ。The numeraire is basically a random variable denominator which can be used to simplify the computation of contingent claims such as bond options and caplets. It is often associated with a martingale, as N is chosen such tha…