Exercise 14.4.10 What are the shortcomings of modeling the stock price dynamics by dS = dt +

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Exercise 14.4.10 What are the shortcomings of modeling the stock price dynamics by dS = μdt +σ dW with constant μ and σ?

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 26, 2024 12:00 PM

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Exercise 14.4.10 What are the shortcomings of modeling the stock price dynamics by dS = dt + dW with constant and ?
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Exercise 14.4.10 What are the shortcomings of modeling the stock price dynamics by dS = dt +

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Financial Engineering And Computation Principles Mathematics Algorithms

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