Question
In the continuous time pricing kernel. Where does the specific distribution of the risk neutral process fit in? in other wordsif I have a geometric
In the continuous time pricing kernel. Where does the specific distribution of the risk neutral process fit in? in other wordsif I have a geometric Brownian motion, how would I know that in the dM/M equation?
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The Business Of Finance
Authors: Withers Hartley 1867 1950
1st Edition
1313069299, 9781313069298
