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    The question I've been set seems to be well outside what I've been taught. Im not sure where I should even begin with answering a question such as this. Any hints or help as to where to start, or what I should be reading up on would be extremely useful and very much appreciated! Name:  Untitled.jpg
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    Just bumping this, still hoping for some help!
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    (Original post by josh_v)
    The question I've been set seems to be well outside what I've been taught. Im not sure where I should even begin with answering a question such as this. Any hints or help as to where to start, or what I should be reading up on would be extremely useful and very much appreciated!
    What is your question? Because I am assuming you are doing a course on financial maths/probability/stochastic calculus - so you know Ito's lemma right? and what a Brownian motion is?
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    (Original post by tombayes)
    What is your question? Because I am assuming you are doing a course on financial maths/probability/stochastic calculus - so you know Ito's lemma right? and what a Brownian motion is?
    Yes, i know those things, although Im not particularly strong at it.

    So my question would be, How would I move from the penultimate line, W(T)^3 - W(0)^3 - 3*(integral) to the last line, lim3*(sum)

    Sorry, i dont know Latex, so that may not be too clear.
 
 
 
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