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Coursework question 18.1 a) Suppose we have an arbitrage free market and consider in this market two assets. We denote by P!) the price of
Coursework question 18.1 a) Suppose we have an arbitrage free market and consider in this market two assets. We denote by P!) the price of the first asset at time t and by P, 2) the price of the second asset at time t. Suppose that a on future time T, we have that P
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