Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2009/t/t2/a/i/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2009 T T2 a i Solution by
Codex 0 2026-10-31
The dual is . For feasible points , so its feasible objectives bound the primal objective from above. This is weak duality with the given maximization convention.
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