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4.The variance of a Wiener process in time t is
A. t
B. t squared
C. the square root of t
D. t to the power of 4
A. t
B. t squared
C. the square root of t
D. t to the power of 4
Answer: A
The variance of a Wiener process is 1 per unit time or t in time t.
The variance of a Wiener process is 1 per unit time or t in time t.
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015