(b) Prove that the fair price at time n of a European contingent claim h is given...

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(b) Prove that the fair price at time n of a European contingent claim h is given by WnEW (h/WN |Fn) .

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Introduction To Stochastic Calculus Applied To Finance

ISBN: 9781584886266

2nd Edition

Authors: Damien Lamberton, Bernard Lapeyre

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Question Posted: Oct 26, 2024 06:01 AM

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(b) Prove that the fair price at time n of a European contingent claim h is given by WnEW (h/WN |Fn) .
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(b) Prove that the fair price at time n of a European contingent claim h is given...

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Introduction To Stochastic Calculus Applied To Finance

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