(symbol denotes approximately equal to) Let A* = A + and B* = B ...
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(symbol denotes "approximately equal to") Let A* = A + ɛ and B* = B ± ɛ. Determine the lower bound on the absolute error when calculating the product of these two quantities. [ Use the fact that, for small ɛ, ɛ2 is much smaller than & and hence C + Dɛ + ɛ2 = C + Dɛ ] (symbol denotes "approximately equal to") Let A* = A + ɛ and B* = B ± ɛ. Determine the lower bound on the absolute error when calculating the product of these two quantities. [ Use the fact that, for small ɛ, ɛ2 is much smaller than & and hence C + Dɛ + ɛ2 = C + Dɛ ]
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International Finance Putting Theory Into Practice
ISBN: 978-0691136677
1st edition
Authors: Piet Sercu
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