Show, that for a log-normal process XT whose mean is XT , and whose log variance is
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Show, that for a log-normal process XT whose mean is XT , and whose log variance is that the expectation of √XT is given by:
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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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