...Goodman

goodman@cims.nyu.edu, or http://www.math.nyu.edu/faculty/goodman, I retain the copyright to these notes. I do not give anyone permission to copy the computer files related to them (the .tex files, .dvi files, .ps files, etc.) beyond downloading a personal copy from the class web site. If you want more copies, contact me.

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...movements.

This stochastic model is the ``risk neutral equivalent martingale measure'', not the historical evolution process.

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...equations.

Valuation using Monte Carlo simulation will be covered later.

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