Following the same methodology as Chapter 2, derive the modified FokkerPlanck equation for the evolution of the
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Following the same methodology as Chapter 2, derive the modified Fokker–Planck equation for the evolution of the risk-neutral stock price density, as written in (5.17).
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Related Book For 
The Value Of Uncertainty Dealing With Risk In The Equity Derivatives Market
ISBN: 9781848167728,9781908979582
1st Edition
Authors: George Kaye
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