Can someone explain me how to get a new Weiner process based on the ratio of two processes
Form example, if I have one process dx/x = r1*t + sigmaX * dW and dy/y = r2*t + sigmaY*dW
How can I get a new Weiner process for X/Y such that the drift of X/Y = r3 in new measure W-hat
How...
Hi Everyone,
I am have an undergraduate degree in engineering from India with First Class Distinction, a masters degree in Computer Science with 3.7 GPA and MBA with focus in finance with 3.9 GPA.
I have 90 percentile in GMAT math and overall 88th percentile.
Is my GMAT good enough to...
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