Show that if spot and volatility are uncorrelated then the
Show that if spot and volatility are uncorrelated then the risk-neutral density of spot can be written as an integral over log-normal densities. How would you use Monte Carlo to estimate this density?
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show that if spot and volatility are uncorrelated then the risk-neutral density of spot can be written as an integral
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suppose a stock follows a process in the risk-neutral world which involves time-dependent parameters for the pricing of
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