4862数理金融中等数值题short
Infer Center Node From Gamma 17
题目
At a stock grid with Delta_S=2, the central-difference gamma is Gamma ≈ (V_{i+1}-2V_i+V_{i-1})/Delta_S^2. If V_{i+1}=11, V_{i-1}=7, and the desk wants Gamma=0.5, what center value V_i is needed?
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