Exercise 26.3.4 Show that the variance of r after t is approximately [ r (t) (t) ]2

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Exercise 26.3.4 Show that the variance of r after t is approximately

[ r (t) σ(t) ]2t.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 28, 2024 05:02 AM

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Exercise 26.3.4 Show that the variance of r after t is approximately [ r (t) (t) ]2 t.
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Exercise 26.3.4 Show that the variance of r after t is approximately [ r (t) (t) ]2

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Financial Engineering And Computation Principles Mathematics Algorithms

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