Hello,

At the beginning of section 15.2 should the first two possible prices be

$S_t(1+\mu\Delta t - \sigma\sqrt{\Delta t}), S_t(1+\mu\Delta t + \sigma\sqrt{\Delta t})$

instead of

$S_t(1+\mu\Delta t - sqrt{\sigma}\Delta t), S_t(1+\mu\Delta t + \sqrt{\sigma}\Delta t)$?

[One can obtain these by taking the exponential of formula 3.14 and then expanding to terms of order $\Delta t$]