The variables is an investment asset providing income at rate measured in currency A It follows the
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The variables is an investment asset providing income at rate measured in currency A It follows the process d=d+ in the real world. Defining new variables as necessary, give the process followed by S. and the corresponding market price of risk, in:
(a) A world that is the traditional risk-neutral world for currency A
(b) A world that is the traditional risk-neutral world for currency B
(c) A world that is forward risk neutral with respect to a aro-coupon currency A bond maturing at time T
(d) A world that is forward risk neutral with respect to a am-coupon currency B bond maturing at time
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