Let the random variable X(t) be defined by X(t)- A+Bt, where A and B are independent random
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Let the random variable X(t) be defined by X(t)- A+Bt, where A and B are independent random variables uniformly distributed in distributed on [-1,1]. Find m_{X}(t) and R_{X}(t1,t2).
Related Book For
An Introduction to the Mathematics of Financial Derivatives
ISBN: 978-0123846822
3rd edition
Authors: Ali Hirsa, Salih N. Neftci
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