Black Scholes, Stochastic Process, Options Trading, Financial Modelling, Differential Equations.
sequence of random variables, X1, X2, X3, varying with time. Where, X = [0,1] as it’s a Bernoulli trail. So, an event of sequence at time t1 can look like = [1,0,0,1,1,0].An event of sequence at time t1 can look like = [0,0,1,1,1,1]. Sample space here is a set of infinite sequences of 0s and 1s.