Clarifying an expression for delta

Yani Boshev · 8/6/13

In this paper http://www.wilmottwiki.com/wiki/uploads/9/94/Ahn_84-90.pdf , page 3, point 6. Setting the two terms which contain delta in equation 3 to be equal to 0, I think that the expression for delta (expression 4) should be the same but it has to have 2 in front of the derivatives. Am I missing something or I can not deal with a quadratic equation?

aaronhotchner · 8/6/13

I'm inclined to agree, and maybe we're both really bad at math, but if algebra applies to that equation then everything should be multiplied by 2.

Clarifying an expression for delta

Yani Boshev

aaronhotchner