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Hilbert Space

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Risk-Neutral Valuation

Part of the book series: Springer Finance ((SFTEXT))

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Abstract

Recall our use of n-dimensional Euclidean space ℝn, the set of n-vectors or n-tuples x = (x 1,... ,x n ) with each x i ∈ ℝ. Here one has the ordinary Euclidean length — the norm

$$\left\| x \right\|: = {(\sum\limits_{i = 1}^n {x_i^2} )^{\frac{1}{2}}}$$

— and the inner product (or dot product) of two vectors x and y:

$$x\cdot y,: = \sum\limits_{i = 1}^n {{x_i}{y_i}} $$

.

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© 1998 Springer-Verlag London

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Bingham, N.H., Kiesel, R. (1998). Hilbert Space. In: Risk-Neutral Valuation. Springer Finance. Springer, London. https://doi.org/10.1007/978-1-4471-3619-4_9

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  • DOI: https://doi.org/10.1007/978-1-4471-3619-4_9

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-3621-7

  • Online ISBN: 978-1-4471-3619-4

  • eBook Packages: Springer Book Archive

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