Hi Harashima It doesn't really matter whether we use a bar or a tilde, the important point is that we have the behaviour of Zt under Q. So, ZT - Zt, is N(0,T-t) under Q. It looks like the notation above has become confused, where is this? John
In the version I have in front of me, there are tildes on top of both Zt and ZT. Is that an e-version you have? Or has the screenshot above become blurred?
