Brownian Motion Kurtosis - Quant Trader Interview Question
Difficulty: Easy
Category: Finance
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Topics: brownian-motion, kurtosis, probability, stochastic-calculus
Problem Description
Let $B_t$ be standard Brownian motion. What is the kurtosis of $B_t$? Recall that the kurtosis is defined as $EB_t^4 / (EB_t^2)^2$.
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