b***k
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iamfine (iamfine) 于 (Thu Jun 26 17:17:59 2008) 提到:
I am looking at Haug's book (pp.196-199). In the case we are inside the
average period (m>0), the code adjusts the strike but does not make an
adjustment to the total number of averaging points left (n-m in stead of n),
which makes time between points (dt) smaller and the summations are among
more points. Is this just my misunderstanding or is there some other reasons?
Thanks,
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