Question
Let B, be a standard Brownian motion under a measure P. Please find out whether the following processes are martingales under the measure P:
Let B, be a standard Brownian motion under a measure P. Please find out whether the following processes are martingales under the measure P: 1). B, +e 2). B-t+e+B
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Introduction To Stochastic Finance With Market Examples
Authors: Nicolas Privault
2nd Edition
1032288272, 9781032288277
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