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The primary link between Brownian motion and Girsanov's theorem relates to which variable?

elf_fu

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The primary link between Brownian motion and Girsanov's theorem relates to which variable?

The primary link between Brownian motion and Girsanov's theorem relates to which variable?
A) Drift
B) Numeraire
C) Returns
D) Standard deviation

Textbook

Derivatives Markets

Derivatives Markets

Edition: 3^rd

Author: McDonald

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