Exerfin Find it for the Carve X(t)=(a Cost, asmit, bt) (W) X(t) = (Cost, sist, zt)...
find the probability that a european put option with underlying s
finishes in the money
a) Let Y e*t, Find the stochastic differential equation satisfied by t. b) Let Zt -eatX. Find the stochastic differential equation satisfied by Zt c) Find XtWdWs, where W, is a Brownian motion. 0 Hint: Set XtaW2 + bWt + ct. Find a, b, and c. 6) Find the probability that a European put option with underlying S
a) Let Y e*t, Find the stochastic...
[4] 7. Let where X0-0 and Zt comes from WN (0, σ*). Find 7x (s, t)-Cor(X,, X,) for all positive integers s and t. From your result conclude that the process is not stationary.
[4] 7. Let where X0-0 and Zt comes from WN (0, σ*). Find 7x (s, t)-Cor(X,, X,) for all positive integers s and t. From your result conclude that the process is not stationary.
Find a Fourier series expansion of the periodic function f(t)=3t, - a SIST f(t)= f (t +27) Select one: $(t) = { $(+1)" sin nat пл b. f(t)=30(-1)" sin nt 71 11-1 c f(t) = 6(-1)" sin nat 1=1 HTT N! d. f(t)= 6(-1) sin 1
Fourier transforms using Properties and Table 1·2(t) = tri(t), find X(w) w rect(w/uo), find x(t) 2. X(w) 3, x(w) = cos(w) rect(w/π), find 2(t) X(w)=2n rect(w), find 2(t) 4. 5, x(w)=u(w), find x(t) Reference Tables Constraints rect(t) δ(t) sinc(u/(2m)) elunt cos(wot) sin(wot) u(t) e-ofu(t) e-afu(t) e-at sin(wot)u(t) e-at cos(wot)u(t) Re(a) >0 Re(a) >0 and n EN n+1 n!/(a + ju) sinc(t/(2m) IIITo (t) -t2/2 2π rect(w) with 40 2r/T) 2Te x(u) = F {r) (u) aXi(u) +X2() with a E...
8.2-24. A random process X(t) is applied to a network with impulse response h(t) = u(t)texp(-bt) where b > 0 is a constant. The cross-correlation of X(t) with the output Y() is known to have the same form: Rxy(t) = u(t)t exp(-bt) (a) Find the autocorrelation of y(t). (b) What is the average power in Y(0)?
An object moves such that its position on the x-axis is given by the function x(t)=a+bt+ct2, where t is time. Given that x(1)=10, x(2)=11, and x(3)=2 find the coefficients a, b, and c. (Linear Algebra Question)
2. Find the following derivatives. 2s and zt, where z =9xy - 3x?y, x=2s+5t, and y = 2s - 5t dz gy6xy (Type an expression using x and y as the variables.) дх os = 2 (Type an expression using s and t as the variables.) dz = 9x - 3x2 (Type an expression using x and y as the variables.) dy = 2 (Type an expression using s and t as the variables.) dx = 5 (Type an expression...
please answer all the 4 parts
of this question
2. Consider the circular helix r(t)- (a cos t, a sin t, bt) where a > 0,b > 0. Let P(0, a, T) be a point on the helix (a) Find the Frenet frame (T, N, B) at the point P (b) Find equations for the tangent and normal line at P (c) Find equations for the normal plane and the osculating plane at P (d) What is the curvature at...
(1 point) Find the Fourier series expansion, i.e., f(x) [an cos(170) + by sin(t, x)] n1 J1 0< for the function f(1) = 30 < <3 <0 on - SIST ao = 1 an = cos npix bn = Thus the Fourier series can be written as f() = 1/2
Find the Fourier transform f(t) a. X(w-3) 8(+3) 3. 2cos3tx(t) with x(t)'s FT is X(a) 2X(w-3) + 2x(w + 3) ?(0-3) + ?(w + 3) c. d.