Compute the moment $mathbb{E}^{*}left[R_{0, T}^{4}ight]$ from Lemma 8.2.

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Compute the moment $\mathbb{E}^{*}\left[R_{0, T}^{4}ight]$ from Lemma 8.2.

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Introduction To Stochastic Finance With Market Examples

ISBN: 9781032288277

2nd Edition

Authors: Nicolas Privault

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Question Posted: Feb 29, 2024 02:00 AM

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Compute the moment $mathbb{E}^{*}left[R_{0, T}^{4}ight]$ from Lemma 8.2.

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By second differentiation of the moment generating function 89 we find the two exp...View the full answer

Introduction To Stochastic Finance With Market Examples

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