Can you see why E e eI 1 F t e 2 2 2 in (9 36) (9 36) ...

Can you see why E[e eI+1 |F t ] = e 2 2 /2 in

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Can you see why E[e^λeI+1|F_t] = e^λ2σ²_∈/2 in (9.36)?

(9.36)

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Jul 20, 2024 08:01 AM

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Can you see why E[e eI+1 |F t ] = e 2 2 /2 in

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Because t is a ...View the full answer

A First Course in Quantitative Finance

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