A stock price is governed by geometric Brownian motion with (mu=.20) and (sigma=.40). The initial price is

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A stock price is governed by geometric Brownian motion with \(\mu=.20\) and \(\sigma=.40\). The initial price is \(S(0)=1\). Evaluate the four quantities

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Investment Science

ISBN: 9780199740086

2nd Edition

Authors: David G. Luenberger

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