Question: Let S(t), t>0 be a geometric Brownian motion process with drift parameter mu = 0.1 and volatility parameter sigma = 0.2. Find P(S(1) > S(0))

Let S(t), t>0 be a geometric Brownian motion process with drift parameter mu = 0.1 and volatility parameter sigma = 0.2. Find P(S(1) > S(0))

Let S(t), t>0 be a geometric Brownian motion process with drift parameter

2. Let S(t), t 2 0 be a geometric Brownian motion process with drift parameter / = 0.1 and volatility parameter o = 0.2. Find P(S(1) > S(0))

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