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mohams
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Homework Statement
If V=exp [ [itex]\int[/itex][itex]^{T}_{0}[/itex]s(t)dt ]
Homework Equations
What is dV/ds(k), where 0<k<T
What does this derivative even mean??
The Attempt at a Solution
write
V=exp(Y)
dV/ds(k) = dV/dY . dY/ds(k)
=V.[itex]\int[/itex][itex]^{T}_{0}[/itex]ds(t)/ds(k)dt
=V because ds(t)/ds(k) = 0 for all t except t=k where it is 1.
I just want to check that this derivative is correct; and more importantly what it means practically. Thank you very much for the help!
Regards,
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