(Assignment for Quality check)

(Assignment for Quality check)Consider a market with d=1 and X=X1 satisfyingdXt = sXt dWt,X0 = 1,where W is a Brownian motion process. Assume that ?? is the natural filtration of X and F=FT.

  1. Prove rigorously that there is only one ELMM for X.
  2. Find the price of the contingent claim H=X2T
  3. Find the price of 1/H

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