Show that given t 0 , t 1 ,?, t n?1 , t n and W t0

Question:

Show that given

t₀, t₁,?, t_n?1, t_n

and

W_t0, W_t1,?,Wt_n?1, W_tn,

We can always write:

How is this different from the standard formula for the differentiation of products:

d(uv) = (du)v + u(dv)

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An Introduction to the Mathematics of financial Derivatives

ISBN: 978-0123846822

2nd Edition

Authors: Salih N. Neftci

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Question Posted: Aug 17, 2011 10:41 AM

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Show that given t 0 , t 1 ,?, t n?1 , t n and W t0

Question:

4-ち-1)4」 W,

Step by Step Answer:

Integration by parts show that The sum on the left hand side is a telescoping sum which ...View the full answer

An Introduction to the Mathematics of financial Derivatives

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