I don't see how that is true.
F(0,t) = S(0)e^(r-d)t is a constant?
Var(constant) = 0?
F(0,t) = S(0)e^(r-d)t is a constant?
Var(constant) = 0?
Var(ln(S(t)|S(0)) = Var(ln(F(0,t)) = Var(ln(F(p,0,t)))
Var(ln(S(t)|S(0)) = Var(ln(F(0,t)) = Var(ln(F(p,0,t)))
mardi 3 mars 2015
Var(ln(S(t)|S(0)) = Var(ln(F(0,t)) = Var(ln(F(p,0,t)))
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