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elf_fu elf_fu
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Posts: 705
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7 years ago
It can be said that Girsanov's theorem shows the equivalence of which two items?
A) Change of drift and change of measure
B) Change of numeraire and change of measure
C) Change of drift and change of numeraire
D) Change of numeraire and change of process
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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7 years ago
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elf_fu Author
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#2
6 years ago
Thank you Heavy Heart
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