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Results tagged with stochastic-processes
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user 58805
stochastic processes is a collection of random variables representing the evolution of some system of random values over time.
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Proving the discounted stock price is martingale
Simple steps:
Take a stochastic process for $S(t)$ and the money-savings account $M(t)$. Both under the risk-free measure Q.
Apply Ito's lemma to find the dynamics of $\frac{S(t)}{M(t)}$.
You will fi …
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