Homework #9
EE512: Stochastic Process for Financial Engineering
Fall 2024
Assigned on: November 13, 2024
Due on: November 22, 2024
November 13, 2024
Note: All problems are taken from the book “A First Course in Stochastic Calculus” by Louis-Pierre Arguin, AMS,2020.
Chapter 9
• 9.4. Numerical Projects and Exercises: 9.1 (a, b), 9.2 (a,b, c)
• Exercises: 9.1, 9.2