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I have a question in quantitaitive finance. Please provivide all calculation steps. 7.Local Martingales. Consider a local martingale M with continuous trajectories. Let Zt =

I have a question in quantitaitive finance. Please provivide all calculation steps.

7.Local Martingales. Consider a local martingale M with continuous trajectories. Let Zt = exp(Mt Show that Z satisfies the equation t zt = ZsdMs. Is Z a local martingale? Compute Z for the case where Mt motion B. o Bt for a standard Brownian

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