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This is pretty important in mathematical finance, where one moves from a real-world measure to a risk-neutral measure to make computations feasible. https://en
by auraai 2y ago
This is pretty important in mathematical finance, where one moves from a real-world measure to a risk-neutral measure to make computations feasible.
https://en.wikipedia.org/wiki/Girsanov_theorem https://en.wikipedia.org/wiki/Girsanov_theorem
https://en.wikipedia.org/wiki/Risk-neutral_measure https://en.wikipedia.org/wiki/Risk-neutral_measure