October 6th, 2011, 5:58 pm
Question ... in Espen Haug's article Asian Pyramid Power [and by the way, here I am referring to the version that appears in the text "Models on Models", not sure if this agrees with other printed versions or the lecture], I am looking at the expression for E[A^2] in the middle of pg 184. I would have expected both summation terms to be scaled by 1/n/n rather than just the first one, similar to the way equation (8.4) appears with the braces. My numerical implementation / testing seems to confirm this. Curious if anyone else agrees.Thanks