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Girsanov Problem
Hi all,I have a question related to the Girsanov Theorem.Is it possible for us to find N(-1/2) by Girsanove Theorem?By saying so, I mean do a measure change for original brownian motion.Thanks for your input Qing
Last edited by qxiaking on January 10th, 2006, 11:00 pm, edited 1 time in total.