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All main topics / Finance & Investment / Derivatives / Derivatives
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
Answer: A

The variance of a Wiener process is 1 per unit time or t in time t.

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Flashcard info:
Author: CoboCards-User
Main topic: Finance & Investment
Topic: Derivatives
Published: 27.10.2015




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