Exercise 14.3 Calculate the instantaneous variance/covariance dSidSj in the SDE (14.12) as well as those in the
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Exercise 14.3 Calculate the instantaneous variance/covariance dSidSj in the SDE (14.12) as well as those in the SDE (14.14) to confirm that they are identical.
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Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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