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Recieved this Homework question in my Financial Math class and am quite confused. I included a note that my teacher helped me make to assist
Recieved this Homework question in my Financial Math class and am quite confused. I included a note that my teacher helped me make to assist with the problem. I don't fully get it, but I thought I would include it as well for the sake of.
Problem 4 (10 points) Let Wt be a P-Brownian motion. 1. Compute Ep (W 2t) 2. Compute Ep(e2W.)
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