I got this code in Maple >restart: lambda[1] := 3; lambda[2] := 4; lambda[3] := 5; lambda[s] := lambda[1]+lambda[2]+lambda[3]; u := 20; deltat:= 1; c:=1; Q:=10; >MultivariateNormalSample := proc (Sigma, N) local A, R, d; d := LinearAlgebra[RowDimension](Sigma); R := Matrix(LinearAlgebra[LUDecomposition](evalf(Sigma), 'method' = 'Cholesky'), datatype = float[8]); A := Statistics[Sample](Normal(0, 1), d*N); A := ArrayTools[Alias](A, [1 .. d, 1 .. N]); rtable_options(A, subtype = Matrix); return R.A; end proc; >with(Statistics): U:=u;

Hello. There is a random value X with normal distribution and there is a function f=e^(r*X). So how can I get a variance for f? I'm doing T := Distribution(PDF = (proc (x) options operator, arrow; e^(r*piecewise(x