Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics. Patrick Muldowney
Table 2.5 Calculations for two UD sample paths for processes
| s | 0 | 1 | 2 | 3 | 4 |
|---|---|---|---|---|---|
| U | D | D | U | ||
|
|
10 | 11 | 10 | 9 | 10 |
|
|
1 | 2 | 2 | 2 | 3 |
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0 |
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|
| D | U | U | U | ||
|
|
10 | 9 | 10 | 11 | 12 |
|
|
1 | 1 | 2 | 3 | 4 |
|
|
|
|
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|
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|
0 |
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|
For transition sample path number 7, UDDU, the overall gain in shareholding value is
where