Let f min (y) and f max (y) denote the density function of y T and Y

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Let f_min(y) and f_max(y) denote the density function of y_T and Y_T , respectively. Show that

fmin (y) = fmax (y) = 2 2 off

Compare the results with f_down(x,m,T ) and f_up(y,M,T ) in (4.1.26)– (4.1.27).

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Mathematical Models Of Financial Derivative

ISBN: 9783642447938

2nd Edition

Authors: Yue-Kuen Kwok

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Question Posted: Jan 05, 2024 10:43 AM

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Let f min (y) and f max (y) denote the density function of y T and Y

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Mathematical Models Of Financial Derivative

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