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Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co
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Document Date: 2013-12-11 16:06:34
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Switzerland /
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honest solution /
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Martingale
Brownian motion
Quadratic variation
Feynman–Kac formula
Stopping time
Risk-neutral measure
Local martingale
Wiener process
Itō diffusion
Statistics