Expected utility on bridge interval
1 |
delta |
distance from left point |
xl |
location of left point |
xr |
location of right point |
Wl |
value of left point |
Wr |
value of right point |
sigma |
brownian walk *sigma* parameter |
a |
utility function *a* parameter |
b |
utility function *b* parameter |
... |
capture additional arguments |
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