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calculate correlation

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Shtrauss
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Joined: October 26th, 2009, 3:06 am

calculate correlation

May 14th, 2010, 1:17 am

hello, i have a small (general) question, -- if the brownian motions W1 and W2 have zero correlation, are the Ito integrals wrt these BM's correlated? why or why not?thanks!!
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manolom
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Joined: March 14th, 2006, 2:52 pm

calculate correlation

May 14th, 2010, 9:45 am

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Shtrauss
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Joined: October 26th, 2009, 3:06 am

calculate correlation

June 14th, 2010, 1:45 am

nice thank you!!!
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User avatar
Shtrauss
Topic Author
Posts: 1
Joined: October 26th, 2009, 3:06 am

calculate correlation

June 14th, 2010, 1:45 am

nice thank you!!!
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