Exercices et problème.s corriges - Talib24
et At = 1 t. ? t. 0 ln Ssds. On a St = S0 exp(?Bt ? 1. 2 ?2t + rt) et ln St ... Corrigés. 2005-06. 179. The unique equivalent martingale measure Q is defined ...
et At = 1 t. ? t. 0 ln Ssds. On a St = S0 exp(?Bt ? 1. 2 ?2t + rt) et ln St ... Corrigés. 2005-06. 179. The unique equivalent martingale measure Q is defined ...