q8 (ii) April 2008

Discussion in 'CT8' started by r_v.s, Mar 29, 2014.

  1. r_v.s

    r_v.s Member

    In trying to show that the portfolio is self financing, I managed upto the step
    Bt[dEt + rEtdt].
    In the next step I ended up with only 2 terms, I missed the dBt dEt.
    Would you plz explain what I'm missing?
     

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