A stock price (S) is governed by where (z) is a standardized Wiener process. Find the process

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A stock price $S$ is governed by

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where $z$ is a standardized Wiener process. Find the process that governs

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Investment Science

ISBN: 9780199740086

2nd Edition

Authors: David G. Luenberger

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Question Posted: Apr 20, 2024 12:00 PM

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A stock price (S) is governed by where (z) is a standardized Wiener process. Find the process

Question:

dS as dt +bs dz.

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Investment Science

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