Show that Cov[dL 1 , dL 3 ] = 1 L 1 3 L 3
Question:
Show that Cov[dL1, dL3] = σ1L1σ3L3ρ12ρ23dt.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 75% (4 reviews)
Recall that for independent Brownian ...View the full answer
Answered By
ANDREW KIPRUTO
Academic Writing Expert
I have over 7 years of research and application experience. I am trained and licensed to provide expertise in IT information, computer sciences related topics and other units like chemistry, Business, law, biology, biochemistry, and genetics. I'm a network and IT admin with +8 years of experience in all kind of environments.
I can help you in the following areas:
Networking
- Ethernet, Wireless Airmax and 802.11, fiber networks on GPON/GEPON and WDM
- Protocols and IP Services: VLANs, LACP, ACLs, VPNs, OSPF, BGP, RADIUS, PPPoE, DNS, Proxies, SNMP
- Vendors: MikroTik, Ubiquiti, Cisco, Juniper, HP, Dell, DrayTek, SMC, Zyxel, Furukawa Electric, and many more
- Monitoring Systems: PRTG, Zabbix, Whatsup Gold, TheDude, RRDtoo
Always available for new projects! Contact me for any inquiries
4.30+
1+ Reviews
10+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
Given the assumptions in column 1 of the table, show that the assumptions in column 2 are equivalent to them. Assumptions of the Classical Model (1).................... (2) E(u i \X i )...
-
Following Friedmans permanent income hypothesis, we may write Y i = α + βX i where Y i = permanent consumption expenditure and X i = permanent income. Instead of observing...
-
Show that the risk premium of a security with state contingent payoff |d n is given by Cov[M, d n ]. Use the relation in the process. Cov[X, Y]= E[XY] E[X\E[ Y]
-
In Exercises show that is strictly monotonic on the given interval and therefore has an inverse function on that interval. f(x) = cos x, [0, ]
-
Caterpillar Inc. is the world's leading manufacturer of construction and mining equipment. In addition, Birinyi Associates identified Caterpillar as one of the top five companies to repurchase their...
-
Doc Rowan Corporation sells one product, its waterproof hiking boot. It began operations in the current year and had an ending inventory of 8,500 units. The company sold 20,000 units throughout the...
-
Two suppliers of machine parts delivered large shipments. A simple random sample of 150 parts was chosen from each shipment. For supplier A, 12 of the 150 parts were defective. For supplier B, 28 of...
-
Purchasing Survey asked purchasing professionals what sales traits impressed them most in a sales representative. Seventy-eight percent selected "thoroughness." Forty percent responded "knowledge of...
-
Computer Inc. is a manufacturer of USB Flash Drives. The regular market price of their 16GB model is $26 each. The company has been approached by a major sports franchise with a special order for...
-
Port Townsend Cedar Company acquired a saw for $34,000 with an expected useful life of 5 years and a $2,000 expected residual value. Prepare a tabular comparison (similar to Exhibit of the annual...
-
Prove the second equality in (21.88). (21.88) Vim (To, To)|(1 + AtL(To) (m), V(1, To) = PA(1)-
-
Use linearity of the DC-operator to prove (21.35). (21.35) |dW$) = \dW) R(DC log(S/U))dt
-
Express each number in terms of j. 348
-
Singh Company reports a contribution margin of $690,000 and fixed costs of $460,000. (1) Compute its income. (2) Compute its degree of operating leverage. (3) If sales increase by 20%, what amount of...
-
What is the magnitude of a vertical electric field that will just barely counterbalance the weight of a plastic bead of mass 2.8 g if the bead has been charged to 1.6 C? Report your answer in N/C....
-
Joe, aged 24, and Kate, aged 24, met in college. While studying, Joe worked part-time selling car parts to autobody shops in the GTA. He earned $12,000 a year, for two years. After graduating from...
-
1 ) The financing of the healthcare system in the United States has been a subject of great debate and discussion. Assume you were to have the power and authority to rearrange the method by which we...
-
The function f(x) = 2x3 + px +2 2 has a local maximum at x = -. What is the value of p? 3
-
Find a formula for the described function and state its domain. A rectangle has area 16 m 2 . Express the perimeter of the rectangle as a function of the length of one of its sides.
-
Before the 1973 oil embargo and subsequent increases in the price of crude oil, gasoline usage in the United States had grown at a seasonally adjusted rate of 0.57 percent per month, with a standard...
-
Promotion has been the target of considerable criticism. What specific types of promotion are probably the object of this criticism? Give a particular example that illustrates your thinking.
-
With direct-response promotion, customers provide feedback to marketing communications. How can a marketing manager use this feedback to improve the effectiveness of the overall promotion blend?
-
How can a promotion manager aim a message at a certain target market with electronic media (like the Internet) when the customer initiates the communication? Give an example.
-
Inscape Printers ( Pty ) Ltd are engaged in the printing of books, posters and all related printables. With the national elections approaching fast, a tender has been presented to Inscape Printers (...
-
Windhoek Mines, Limited, of Namibia, is contemplating the purchase of equipment to exploit a mineral deposit on land to which the company has mineral rights. The company estimated the following cash...
-
Andretti Company has a single product called a Dak. The company normally produces and sells 88,000 Daks each year at a selling price of $58 per unit. The company's unit costs at this level of...
Study smarter with the SolutionInn App