Question: In the BSM model St = So exp(ut + 0Bt), let 4 be 1 trading day and consider daily log prices X = {log Sn4

In the BSM model St = So exp(ut + 0Bt), let

In the BSM model St = So exp(ut + 0Bt), let 4 be 1 trading day and consider daily log prices X = {log Sn4 , n 2 1}. Is X weakly stationary

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