Exercise 11.12 In the same setting as Exercise 11.11, obtain the probability distribution of MT = max0tT
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Exercise 11.12 In the same setting as Exercise 11.11, obtain the probability distribution of MT = max0≤t≤T St by Monte Carlo simulation.
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Related Book For 
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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