Check that (17.6) satisfies (17.5). (17.6) (17.5) -At G(1) = et G(s + t) = G(s)G(1)

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Check that (17.6) satisfies (17.5).

(17.6)

(17.5)

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 17, 2018 04:27 AM

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Check that (17.6) satisfies (17.5). (17.6) (17.5) -At G(1) = et G(s + t) = G(s)G(1)

Question:

-At G(1) = e¯t G(s + t) = G(s)G(1)

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A First Course in Quantitative Finance

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