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Martingale / Brownian motion / Quadratic variation / Feynman–Kac formula / Stopping time / Risk-neutral measure / Local martingale / Wiener process / Itō diffusion / Statistics / Stochastic processes / Black–Scholes


Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co
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Document Date: 2013-12-11 16:06:34

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