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Hard · Stochastic Calculus · Quant Trader interview question · stochastic-calculus, semimartingale, doleans-dade, stochastic-exponential
Let $X_t$ be a semimartingale. Which of the following represents the Doléans-Dade exponential (also known as the stochastic exponential) of $X_t$, denoted by $E(X)_t$ or $ \mathcal{E}(X)_t$?