Exercise 14.4.5 Prove that E[ S(T) ] = S(0) eT.
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Exercise 14.4.5 Prove that E[ S(T) ] = S(0) eμT.
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Related Book For 
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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