Check that A(T, T) = B(T, T) = 0 holds.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Feb 19, 2020 10:13 AM

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Check that A(T, T) = B(T, T) = 0 holds.

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Yes A T T B T T 0 holds This is because the matrix A is a sk...View the full answer

A First Course in Quantitative Finance

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