Let Y t =Cte 4w t . What should the constant C t be for Y t
Question:
Let Yt =Cte4wt . What should the constant Ct be for Yt to be a martingale?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 50% (4 reviews)
Answered By
Mugdha Sisodiya
My self Mugdha Sisodiya from Chhattisgarh India. I have completed my Bachelors degree in 2015 and My Master in Commerce degree in 2016. I am having expertise in Management, Cost and Finance Accounts. Further I have completed my Chartered Accountant and working as a Professional.
Since 2012 I am providing home tutions.
3.30+
2+ Reviews
10+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
Let Yt be an MA(2) process, Yt = + t + 1t + 2t-2. Find formulas for the autocovariance and autocorrelation functions of Yt.
-
Consider what youre working on this week to prepare for your presentation. Why is it important to set aside time to organize and outline your speech? Select one option below and thoroughly explain...
-
You are given the price of a nondividend paying stock St and a European call option Ct in a world where there are only two possible states The true probabilities of the two states are given by {P u =...
-
Specific identification: (a) must be used under IFRS if the inventory items are not interchangeable. (b) cannot be used under IFRS. (c) cannot be used under GAAP. (d) must be used under IFRS if it...
-
Describe the LIFO double-extension method. Using the following information compute the index at December 31, 2010, applying the double-extension method to a LIFO pool consisting of 25500 units of...
-
Determine the radius of gyration kx of the paraboloid. The density of the material is . Units Used: Mg = 1000 kg Given: = 5Mg/m3a = 200 mm b = 100 mm r= y dx
-
A gas engine working on Otto cycle has a cylinder of diameter \(220 \mathrm{~mm}\) and stroke \(300 \mathrm{~mm}\). The clearance volume is \(1600 \mathrm{cc}\). Find the air-standard efficiency....
-
For the past several years, Derrick Epstein has operated a part-time consulting business from his home. As of June 1, 2008, Derrick decided to move to rented quarters and to operate the business,...
-
Manufacturing cost data for Crane Company, which uses a job order cost system, are presented below. Indicate the missing amount for each letter. Assume that in all cases manufacturing overhead is...
-
Let a stock price process S t be a geometric Brownian motion with an annual volatility of = 0.1, and an expected annual return of m = 0.15 per annum. Let S 0 = 100. (a) Write a basic differential...
-
Show that any process X t such that E{X( t,t+] |X t } = 0 for any t and 0 is a martingale.
-
Indicate whether each of the following statements is true or false by writing T or F in t he a nswer c olumn. A handwritten bill of sale may be an effective legal document.
-
Clearly explain why bias occurs in a simultaneous system. What does your response have to do with the error terms?
-
Discuss the differences between the Koyck and Almon lag procedures. Which do you feel is more applicable to real-world data? Why? What are the advantages and disadvantages of each?
-
How do the coefficients of OLS models and those obtained from 2SLS models differ? What does this say about the bias that exists in the estimations?
-
Your roommate likes really, really cold beer. How cold can you set the freezer temperature to have the beer be as cold as possible without its freezing and causing a big mess? Assume beer is 4 mass%...
-
Discuss and describe the Almon polynomial lag. Discuss in detail how it differs from the Koyck lag.
-
Classify the following items as ordinary income, a gain, or an exclusion: a. The salary received by an employee b. Dividends of $400 received on 100 shares of corporate stock c. Sale for $10,000 of...
-
Why do CPA firms sometimes use a combination of positive and negative confirmations on the same audit?
-
Analyze ConAgra's problems with its old system. What management, organization, and technology factors were responsible for these problems? What was the business impact of these problems?
-
List and describe the information requirements of My Recipe.
-
What types of system building methods and tools did ConAgra use for building its system?
-
Use real-world examples from the Brexit negotiations and subsequent market reactions to explore how different types of currency derivatives can protect MNCs with exposure to the UK market.
-
The IMF's restrictions have been seen to be harsh on some counties as they try to get out of bad economic situations. Has their approach changed?
-
The graph to the right depicts the demand for cable subscriptions from a local cable company along with the average total cost and marginal cost of producing cable subscriptions. Suppose the local...
Study smarter with the SolutionInn App