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An Introduction to Financial Mathematics: Option Valuation

By the total probability law, P (R2)= P(R1) P (R2||R1) + P(G1) P(R2G1)= rN ... (J' p"Ma) – P (JaMa) = P (Ja) P(M' p) + P(J' p)P(Ma) – P(Ja)P(Ma)= P (Ja) [P ...

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