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? Lop58

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 22, 2024 05:01 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? Lop58
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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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