Show that X t is not a martingale.

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Show that X_t is not a martingale.

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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 04:22 AM

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Show that X t is not a martingale.

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For s 0 one obtains the f...View the full answer

A First Course in Quantitative Finance

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