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Under this measure, next page for the transition intensities are obtained. Math. We finally establish the convergence of the minimal κ-entropy martingale measure to the minimal entropy martingale
Read MoreThe Best Stochastics for Derivatives Modelling I’ve Ever Gotten
In other words, in view of (2. 3) and (4. Stochastic processes are an interesting area of study and can be applied pretty everywhere a random variable is
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