Let S be a stock price that follows a geometric Brownian motion such that dS =...
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Let S be a stock price that follows a geometric Brownian motion such that dS = uSdt + osdw.Define Y = +. Which alternative is correct? O dY = (-+o') Y dt - oYdW O dY = (--a') Ydt - eYdW %3D o dY = (-+ to) Ydt - aYdW O dY = (H+o) Ydt + oYdW Let S be a stock price that follows a geometric Brownian motion such that dS = uSdt + osdw.Define Y = +. Which alternative is correct? O dY = (-+o') Y dt - oYdW O dY = (--a') Ydt - eYdW %3D o dY = (-+ to) Ydt - aYdW O dY = (H+o) Ydt + oYdW
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