Question: . 2. This question is on stochastic calculus. a. [10 Marks] Consider the stochastic differential equation d (log yt) = (a - Blog yt) dt

. 2. This question is on stochastic calculus. a. [10 Marks] Consider the stochastic differential equation d (log yt) = (a - Blog yt) dt + ddWt. dyt The parameters a, 3, d are constant. Use Ito to ob...

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