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Quant版 - 【Probability】Math definition of Arbitrage
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进入Quant版参与讨论
1 (共1页)
h*****u
发帖数: 204
1
Shreve ex5.7 (page 254): for this problem, do we need to assume that
x_2(0)>0?
Thanks.
A*****s
发帖数: 13748
2
did not understand your question
The book asks you to show something under the condition of "X_2(0) is
positive"

【在 h*****u 的大作中提到】
: Shreve ex5.7 (page 254): for this problem, do we need to assume that
: x_2(0)>0?
: Thanks.

h*****u
发帖数: 204
3
我的意思是 我们可不可以去掉那个条件?

【在 A*****s 的大作中提到】
: did not understand your question
: The book asks you to show something under the condition of "X_2(0) is
: positive"

1 (共1页)
进入Quant版参与讨论
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