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Multidimensional Random Variables

  • Damiano Rossello

摘要

What is the probability that a pair of future asset prices $$(S_{1,t+1}(\omega ),S_{2,t+1}(\omega ))$$ will satisfy $$\displaystyle a < S_{1,t+1} \leqslant b \;\, \text{and}\;\, c < S_{2,t+1} \leqslant d, $$ at the same time for real $$a