Show that FÌ t in (19.53) is also a Q-martingale. (19.53) F, = P (1 - Lu,
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(19.53)
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F, = P (1 - Lu, T. T+ 1/4) L(t, T, T + 1/4)
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Since Lt T T 14 is a Qmartingale one can write But becaus...View the full answer
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