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Show that [ int_{0}^{T} e^{W(t)} d W(t)=e^{W(T)}-1-rac{1}{2} int_{0}^{T} e^{W(t)} d t ] Using this relationship, find the expectation [ mathbb{E}left[e^{W(t)} ight] ] **please use the
Show that [ int_{0}^{T} e^{W(t)} d W(t)=e^{W(T)}-1-rac{1}{2} int_{0}^{T} e^{W(t)} d t ] Using this relationship, find the expectation [ mathbb{E}left[e^{W(t)} ight] ]
**please use the relationship shown in the problem**
h) Show that ew(t) dW (t) = eW(T) - 1 ew(t) dt 2 Using this relationship, find the expectation EleW)]
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
