Assume that the price of currency A expressed in terms of the price of currency B
Chapter 17, Problem 17.27(choose chapter or problem)
Assume that the price of currency A expressed in terms of the price of currency B follows the process dS rB rAS dt S dz, where rA is the risk-free interest rate in currency A and rB is the risk-free interest rate in currency B. What is the process followed by the price of currency B expressed in terms of currency A? 1
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