The Girsanov Theorem
31 maio 2022, 10:30 • Ana Bela Cruzeiro
The Cameron-Martin Girsanov Theorem. Conditions for the exponential martingale to be a proper one.
31 maio 2022, 10:30 • Ana Bela Cruzeiro
The Cameron-Martin Girsanov Theorem. Conditions for the exponential martingale to be a proper one.