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6. Show that for d= 1 and n = 0,1,...,N 1, On+1 Avn AS. AVFAI AVAST V and On+1 = i(1 + i)-1 Sn+1 -
6. Show that for d= 1 and n = 0,1,...,N 1, On+1 Avn AS. AVFAI AVAST V and On+1 = i(1 + i)-1 Sn+1 - iSn = = These equations express the trading strategy in terms of the stock price and value processes. 6. Show that for d= 1 and n = 0,1,...,N 1, On+1 Avn AS. AVFAI AVAST V and On+1 = i(1 + i)-1 Sn+1 - iSn = = These equations express the trading strategy in terms of the stock price and value processes
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