This is a discontinuous payoff function, so differentiating isn't going to get you very far.

这是一个不连续的收益函数,所以不会涉及太多微分的东西

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In other words, your job is to guess a function whose second derivative is a, and this is called integration, which is the opposite of differentiation, and integration is just guessing.

换言之,你的任务是要猜出一个二阶导数为a的函数,这就是积分,和微分恰恰相反,积分就是猜

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