Consider a variable S that follows the process dS = u dt + odz For the first
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Consider a variable S that follows the process dS = u dt + odz For the first three years, ,ii = 2 and 0 : 3; for the next three years, ,ii = 3 and 0 = 4. If the initial value of the variable is 5, what is the probability distribution of the value of the variable at the end of year 6?
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