Hi all !
I have quite not very spectucular function and
I need to get with an initial value x(1), which I dont know yet, a sum of e.g. 10. I "programmed" a loop and find empirically an initial value of 9.47 to get a sum of 10 for this function (with 10 time steps). But this is either a sophisticated nor a mathematical solution.
here the function:
a=4 %phi, mean reversion
s=1 %local volatility
n=10 %years, time steps
Do you need bisections methods ? If yes, how I implement one for this ?
I am not a mathematicien so I would be very gratefull for any suggestions !
Thanks a lot in advance !