6. Assume that the market is viable and complete, and denote by P the unique equivalent probability...

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6. Assume that the market is viable and complete, and denote by P¤ the unique equivalent probability measure with respect to which ˜ S is a martingale.

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Introduction To Stochastic Calculus Applied To Finance

ISBN: 9781584886266

2nd Edition

Authors: Damien Lamberton, Bernard Lapeyre

Question Posted: Oct 26, 2024 06:01 AM

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6. Assume that the market is viable and complete, and denote by P the unique equivalent probability...

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Introduction To Stochastic Calculus Applied To Finance

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