Consider a market with X W, where W is a Brownian motion process. Consider the trading...

Question

Question

Consider a market with X W, where W is a Brownian motion process. Consider the trading strategy (Vo. ) with value V, 3+ W3 -3

Answer 1

Answer #1

V3t W3tw 3 W 3t is emal to 3-3t

Answer 2

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