Show that for the deterministic stopping time of Problem 12.4, the stopped -algebra is F =

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Show that for the deterministic stopping time of Problem 12.4, the stopped σ-algebra is F_τ= F_s.

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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 15, 2024 01:00 PM

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Show that for the deterministic stopping time of Problem 12.4, the stopped -algebra is F =

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A First Course in Quantitative Finance

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