Dear All,
I am currently stuck on how to integrate the following:
1/Sqrt(2*Pi) x Integral of exp^(-1/2*epsilon^2).
The above must be integrated with respect to epsilon between two values, -d2 above and -d1 below. I know that you may be able to use the density function of the standard...
Additional help with integration
Thanks for the comment, I kinda understand what you are saying but the full integral is as follows:
Integrate H(e^(a+b*epsilon) -z)*(e^-0.5*epsilon^2) with respect to epsilon. H is the step function. How can this be done?
Please advise. Thank u.
Dear All,
I have a moderate knowledge of mathematics and need help on an integration question. How would I go about integrating a step function:
H(K - Z), when the integral is from K=Z to infinity.
Please advise, your help would be much appreciated.
Suz