Excersises on Martingales, Stopping times, and Conditional Expectations

Here you can find 9 exercises (with solutions) on the topic of martingales, stopping times, and conditional expectation. 

I will go through some of the exercises in class, but encourage you to dry them out your self. This is also good practice for the upcoming mandatory assignment and for the exam.

 

/Fabian

Published Sep. 23, 2020 9:42 AM - Last modified Sep. 23, 2020 9:42 AM