Convince yourself that the last argument holds exactly if g(x, t) is symmetric around x t .

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Convince yourself that the last argument holds exactly if g(x, t) is symmetric around x̂_t.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 12, 2018 12:06 PM

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Convince yourself that the last argument holds exactly if g(x, t) is symmetric around x t .

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For a symmetric unimodal density function gx t holds ...View the full answer

A First Course in Quantitative Finance

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