Consider the following SDE: (a) Write the above SDE in the integral form. (b) What is the
Question:
Consider the following SDE:
(a) Write the above SDE in the integral form.
(b) What is the value of theintegral.
Transcribed Image Text:
d(W) = 3 [W,dt +W dW]. widw, w;dw,-
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An Introduction to the Mathematics of financial Derivatives
ISBN: 978-0123846822
2nd Edition
Authors: Salih N. Neftci
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