If a stock price follows geometric Brownian motion, what process does A(t) follow where A{t) is the

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If a stock price follows geometric Brownian motion, what process does A(t) follow where A{t) is the arithmetic average stock price between time zero and time t?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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If a stock price follows geometric Brownian motion, what process does A(t) follow where A(t) is the arithmetic average stock price between time zero and time t?
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If a stock price follows geometric Brownian motion, what process does A(t) follow where A{t) is the

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Options Futures And Other Derivatives

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