Exercise 9.3.2 Show that E[ (S t S)/S ] t + 2 2 , (9.16) where
Question:
Exercise 9.3.2 Show that E[ (S t − S)/S ]
t
→μ+ σ2 2
, (9.16)
where t ≡ τ/n.
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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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