1. Prove that a predictable sequence =(n)n=0,...,N , with values in Rd+1, is a self-nancing strategy if...
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1. Prove that a predictable sequence Á=(Án)n=0,...,N , with values in Rd+1, is a self- nancing strategy if and only if we have V W n (Á)=V0(Á) +
Xn j=1
Áj .¢SW j , n=1, . . . ,N, with the notation V W n (Á)=Vn(Á)/Wn.
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Related Book For 
Introduction To Stochastic Calculus Applied To Finance
ISBN: 9781584886266
2nd Edition
Authors: Damien Lamberton, Bernard Lapeyre
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