Consider a claim ? (X(T)) with pricing function F(t, x). Prove Proposition 15.4, i.e. prove…

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Consider a claim ? (X(T)) with pricing function F(t, x). Prove Proposition 15.4, i.e. prove…

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Consider a claim ?(X(T)) with pricing function F(t, x). Prove Proposition 15.4, i.e. prove that dF under Q has the form

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