From 4728167759d4cb34cb0cc092c95a32cd381143e0 Mon Sep 17 00:00:00 2001 From: Xiao Yunhan Date: Sat, 30 Nov 2024 05:04:34 +0800 Subject: [PATCH] fix README.md --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index e1fac08..5c244f7 100644 --- a/README.md +++ b/README.md @@ -98,7 +98,8 @@ Given fixed values of $\( l, m, n \)$, the algorithm can be summarized as follow Generate or look up the quadrature nodes $\( y_k \)$ and weights$ \( w_k \)$, for $\( k = 1, \ldots, l \).$ 3. **Establish Initial Guess**: - Initialize the early exercise boundary using an approximate method (e.g., $\( QD^+ \)$): + Initialize the early exercise boundary using an approximate method (e.g., \( QD^+ \)): + $B^{(0)}(\tau_i) = K \min \left\{1, \frac{r}{q}\right\}, \quad \tau_0 = 0, \tau_n = \tau_{\text{max}}$ 4. **Iterative Refinement**: