求教一个问题关于girsanov theorem

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这个是问题 stock price的risk neutral dynamics [img]file:///C:/Users/w/AppData/Local/Temp/)(A3%600[P]JH%25KM~F0SBG$%604.jpg[/img]
要如何去理解 changing drift to reduce variance of delta and how to implement this process, many thanks!

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这个叫control variate，你自己查查numerical methods方面的书籍吧。好像是probability和drift同时变