Is there solution to SDE by Øksendal?

Joined
8/31/11
Messages
29
Points
13
I am trying to learn Stochastic differential equations an introduction with applications by Øksendal. Really difficult I feel. Is there solution on the internet? Thanks!
 
I tried some questions from chapter12 oksendal and came up with that iam struggling with finding a portfolio when the market is not normal
 

Attachments

  • sol1.webp
    sol1.webp
    503 KB · Views: 1,802
  • sol6.webp
    sol6.webp
    373 KB · Views: 1,502
  • sol8.webp
    sol8.webp
    477.7 KB · Views: 1,316


Write your reply...
Back
Top Bottom