Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
The subscripts in the commentary were different from the subscripts in the paper that was supposed to be cited.
In the text, "\textbf{X}_N" is used, but I think "\textbf{X}_M" is correct.
notebook : lab2.ipynb$M$ , of random values which can serve as price paths ${\textbf{X}_1, \textbf{X}_2, . . . , \textbf{X}_N} $ for the underlying asset. These random values should be drawn from the probability distribution implied by the stochastic process. Let's call this distribution $\mathbb{P}$ .
section : Monte Carlo methods for option pricing
body :
Generate a large number,
source :
Option Pricing Using Quantum Computers
https://arxiv.org/abs/1905.02666
It would be helpful if you could check it out.
Thank you.