(a) dSt dt StdWt (b) dSt (St )dt StdWt (c) dSt Stdt dWt (d) dSt Stdt StdWt (e) dSt Stdt StdWt where , and are all constants We model stock prices S t as a stochastic process expression and options are given in attached file (a) dSt udt o StdW (b) dSt u(St a)dt o StdW (c) dSt Stdt odW (d) dS4 Stdt o StdW (e) dst u Sidt SidW t where pl, o and a are all constants We model stock prices S t as a stochastic process expression and options are given in attached file

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Question: (a) dSt = dt + StdWt (b) dSt = (St )dt + StdWt (c) dSt = Stdt + dWt (d) dSt = Stdt + StdWt

(a) dSt = dt + StdWt

(b) dSt = (St )dt + StdWt

(d) dSt = Stdt + StdWt

(e) dSt = Stdt + StdWt

where , and are all constants.

We model stock prices S_t as a stochastic process *expression and options are given in attached file

(a) dSt = dt + StdWt (b) dSt = (St )dt + StdWt (c) dSt = Stdt + dWt (d) dSt = Stdt +

(a) dSt = udt + o StdW+ (b) dSt = u(St a)dt + o StdW+ (c) dSt = Stdt + odW+ (d) dS4 = Stdt + o StdW+ (e) dst = u Sidt + SidW t where pl, o and a are all constants. We model stock prices S_t as a stochastic process *expression and options are given in attached file

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