Show that E[|X t+1 X t |F t ] =2 t holds.

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Show that E[|X_t+1– X_t|F_t] =2^t 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: Dec 12, 2018 12:06 PM

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Show that E[|X t+1 X t |F t ] =2 t holds.

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A First Course in Quantitative Finance

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