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1 The t-distribution General comment on z and t 1 2 3 4
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2018-1017 PhasingDiagram-DRAFT...2018/10/17 · GEKELER LANE /d d/KE ^ t Z ^h D /E Dh>d/ rh^ W d,t z KW E ^W h&& Z t Z ,Kh^ t z EKZd, t/E K t z &Z /',d ^dZ d h/> rKhd >
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15.450 Lecture 2, Stochastic calculus and option pricing variance equal to the time interval between the observation points Z t −Z t ∼ N(0,t −t) Thus, for example, E t [Z t −Z