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If X and Y have joint density function 1 f(x, y) = x22 x 1, y1 (a) Compute the joint density function of U
If X and Y have joint density function 1 f(x, y) = x22 x 1, y1 (a) Compute the joint density function of U = XY, V = X/Y. (b) What are the marginal densities?
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
