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Thread: Need help to find a proof

  1. #1
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    Need help to find a proof

    Hello,

    Can anyone help to find the proof of this equation

    Need help to find a proof-1.png

    To this one
    Need help to find a proof-2.png

    Thanks in advance
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  2. #2
    MHF Contributor
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    Re: Need help to find a proof

    Hey bannydoo.

    What is the difference between a and A [Is it an integral?]

    Also - can you please show us your working out and attempts at the problem.
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  3. #3
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    Re: Need help to find a proof

    Hello,

    There was a mistake in the question itself.
    No, the small letter a is equal to the big letter A.

    Only, the relationship between these two is as follows:

    e^{-a(t,T)} = A(t,T). where a(t,T)=A(t,T)

    i managed to do it using the fact that phi{1}phi{2} = -2/sigma^(2)
    and
    phi{1} - phi{2} = 2*gamma/ sigma^(2)


    My apology for any inconvenience.
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