Question

If s follows the geometric Brownian motion process ds - S dt+oS dz what is the process followed by (a) y = 2S, (b) y S 5.
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Answer #1

Answo Broonian Mottan proces It S tolious geometric Griven a) Brouonian cquatin is Geome tric d S usd +rsdz ds - 2 and Then d

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