=+the law P(n = 1) = 1/2, T = tN, and t is sufficiently small. Find the

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=+the law P(ξn = ±1) = 1/2, T = ΔtN, and Δt is sufficiently small. Find the limit distribution of SN

(under the given measure P) when Δt → 0.

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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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=+the law P(n = 1) = 1/2, T = tN, and t is sufficiently small. Find the limit distribution of SN (under the given measure P) when t 0.
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=+the law P(n = 1) = 1/2, T = tN, and t is sufficiently small. Find the

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Introductory Course On Financial Mathematics

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