Assume that the log price pt = ln(Pt) follows a stochastic differential equation dpt = dt
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Assume that the log price pt = ln(Pt) follows a stochastic differential equation dpt = γ dt + σ dwt, where wt is a Wiener process. Derive the stochastic equation for the price pt.
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Sumit kumar
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QUATERNARY Pursuing M.Tech.(2017-2019) in Electronics and Communication Engg. (VLSI DESIGN) from
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TERTIARY B.Tech. (2012-2016) in Electronics and Communication Engg. from GLBITM Greater Noida
SECONDARY Senior Secondary School Examination (Class XII) in 2012 from R.S.S.Inter College, Noida
ELEMENTARY Secondary School Examination (Class X) in 2010 from New R.J.C. Public School ,Noida
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