Hi everybody! I discuss to with a PhD student about this thing: when this is a Martingale Process in your opinion?
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If then this is a martingale Can't you be more precise ? It could be an interesting discussion but we weren't here
Originally Posted by Moo If then this is a martingale Can't you be more precise ? It could be an interesting discussion but we weren't here The condition for this process to be a mg... I thought because in this case the function is not integrable. My colleague doesn't agree.
But what are all these parameters, what are the conditions, what is c_t ???
Originally Posted by Moo But what are all these parameters, what are the conditions, what is c_t ??? is a stochastic process is a discount factor is the risk free that is given (deterministic)
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