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Mathematics
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xiong
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I am a student in statistics. I am international from China to Canada. I hope to be helpful here and learn alot!

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MLE of a discrete random variable
Feb 3, 2016
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Let $X(t) = e^{r(T-t)}/S(t)$. Find the SDE of $X(t)$ provided that $S(t)$ satisfies the BSM model.
Feb 2, 2016
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If $S(t)$ is the stock price that satisfies BSM model in SDE form how can I derive an SDE for $S^n (t)$ for some positive integer n
Feb 2, 2016