Can anyone help check this integral transformation on B-S model derivation?











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Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?



Don't need to mind those Chinese characters as they won't affect understanding.



Best,



Jason



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proof-verification stochastic-processes finance stochastic-integrals







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    up vote
    -1
    down vote

    favorite












    Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?



    Don't need to mind those Chinese characters as they won't affect understanding.



    Best,



    Jason



    Part1/2
    Part2/2






    proof-verification stochastic-processes finance stochastic-integrals







    share|cite|improve this question


























      up vote
      -1
      down vote

      favorite









      up vote
      -1
      down vote

      favorite











      Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?



      Don't need to mind those Chinese characters as they won't affect understanding.



      Best,



      Jason



      Part1/2
      Part2/2






      proof-verification stochastic-processes finance stochastic-integrals







      share|cite|improve this question















      Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?



      Don't need to mind those Chinese characters as they won't affect understanding.



      Best,



      Jason



      Part1/2
      Part2/2






      proof-verification stochastic-processes finance stochastic-integrals




      proof-verification stochastic-processes finance stochastic-integrals






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Nov 18 at 17:18

























      asked Nov 18 at 10:59









      ZiiTeaWhy

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