Sep 09 Q6 (iv)

Discussion in 'CT8' started by lllusi0n, Sep 24, 2011.

  1. lllusi0n

    lllusi0n Member

    Hi,

    I was hoping someone would know what "EMM" stands for?

    It appears in the solution to question 6 part (iv)

    Thanks
     
  2. MindFull

    MindFull Ton up Member

    Equivalent martingale measure.
     
  3. lllusi0n

    lllusi0n Member

    Thank you JamaicanJem
     

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