If dS = S dt + S dX, use Ito's lemma to find the stochastic differential equation
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If dS = μS dt + σS dX, use Itô's lemma to find the stochastic differential equation satisfied by f(S) = log(S).
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dfS 1SdS 121S22S2 dt 1SS dX dfS Sdt 122S2dt SdX This is the stochastic differential ...View the full answer
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