# Consider the stochastic process, Xt which satisfies where Î³s is stochastic and Bs is a standard Brownian motion. Find an

## Question:

where Î³s is stochastic and Bs is a standard Brownian motion. Find an expression for Cov(Xs, Xt) for s

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**Related Book For**

## An Introduction to the Mathematics of Financial Derivatives

**ISBN:** 978-0123846822

3rd edition

**Authors:** Ali Hirsa, Salih N. Neftci

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