martingale with respect to a measure Q and adapted to a filtration An Let () be a bounded3 stopping time with respect to algebras An Then ET E0 ...

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=+martingale with respect to a measure Q and adapted to a filtration {An}. Let = ()

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=+martingale with respect to a measure Q and adapted to a filtration {An}.

Let τ = τ(ω) be a bounded3 stopping time with respect to algebras An

Then EηT

= Eη0

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Introductory Course On Financial Mathematics

ISBN: 9781908977380

1st Edition

Authors: M V Tretyakov

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Question Posted: Oct 23, 2024 08:06 AM

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=+martingale with respect to a measure Q and adapted to a filtration {An}. Let = () be a bounded3 stopping time with respect to algebras An . Then ET = E0 .
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=+martingale with respect to a measure Q and adapted to a filtration {An}. Let = ()

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Introductory Course On Financial Mathematics

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