In order to apply It's lemma to the computation of the stochastic integral Data From Eq. (11.32)
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In order to apply Itô's lemma to the computation of the stochastic integral
Data From Eq. (11.32)
Data From Eq. (11.30)
Transcribed Image Text:
T W+dWt,
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Related Book For
An Introduction To Financial Markets A Quantitative Approach
ISBN: 9781118014776
1st Edition
Authors: Paolo Brandimarte
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