(85) Under the objective probability meosure P, the widerlying stock price dynamics dividend market gield,...
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(85) Under the objective probability meosure P, the widerlying stock price dynamics dividend market gield, price of rish) and {2} is stod price, t is the W(S) and a The se volatili parameter 1 tot pay the Wiene process dep Sistemas Convert date. The power controet hos current morbi trage paygd ot terminal date (T-o) equal to Wist)-507 is such that: a) une corred b) o aw pricing formula W(s, t): S (4.3(r.a) 32) (T-1) of the other + 3W (9-02) - 2ur at c) E, [dw] = ( wer-al + w3 okeldt d) S3 correct other Q a) nore F the b) dG - Ee [do] = Gade" d dG = (1 +8561-945 Ap) + rs :-)dt - Godt+ As odia d) da - (- +A5C-9)+'rs?)de + A Sode? el do = Gede (r + Ashpl di + Doda (85) Under the objective probability meosure P, the widerlying stock price dynamics dividend market gield, price of rish) and {2} is stod price, t is the W(S) and a The se volatili parameter 1 tot pay the Wiene process dep Sistemas Convert date. The power controet hos current morbi trage paygd ot terminal date (T-o) equal to Wist)-507 is such that: a) une corred b) o aw pricing formula W(s, t): S (4.3(r.a) 32) (T-1) of the other + 3W (9-02) - 2ur at c) E, [dw] = ( wer-al + w3 okeldt d) S3 correct other Q a) nore F the b) dG - Ee [do] = Gade" d dG = (1 +8561-945 Ap) + rs :-)dt - Godt+ As odia d) da - (- +A5C-9)+'rs?)de + A Sode? el do = Gede (r + Ashpl di + Doda
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