1. Show that, if Xn is a martingale, then it has uncorrelated increments, i.e. E[(Xm - Xn)(Xk...
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1. Show that, if Xn is a martingale, then it has uncorrelated increments, i.e.
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Financial Modeling A Backward Stochastic Differential Equations Perspective
ISBN: 9783642371127
1st Edition
Authors: Stephane Crepey
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