3. Prove that for any predictable sequence =(n)n=0,...,N , with values in Rd+1 and any real number...

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3. Prove that for any predictable sequence Á=(Án)n=0,...,N , with values in Rd+1 and any real number V0, there exists a self-nancing strategy ˆÁ

such that

ˆÁn.SW n =V0 +

Xn j=1

Áj .¢SW j , n=0, . . . ,N.

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