By considering X 2 (t), show that X(t)dX(t) = }X (t) t.

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By considering X²(t), show that

X(t)dX(t) = }X (t) – Įt.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:52 AM

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By considering X 2 (t), show that X(t)dX(t) = }X (t) t.

Question:

X(t)dX(t) = }X (t) – Įt.

Step by Step Answer:

ANSWER To derive the given expression using X2t we can start by consid...View the full answer

Introduces Quantitative Finance

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