Prove that, if s ( X ) s ( X ) is a martingale, then, equality (5.3.3)
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Prove that, if is a martingale, then, equality (5.3.3) holds.
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Related Book For
Mathematical Methods For Financial Markets
ISBN: 9781447125242
1st Edition
Authors: Monique Jeanblanc, Marc Yor, Marc Chesney
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