If S follows the geometric Brownian motion process in equation (12.6), what is the process followed by
Question:
If S follows the geometric Brownian motion process in equation (12.6), what is the process followed by
(a) y = 2S
(b) y= s
(c) y = es
(d) y = (-)/S In each case express the coefficients of dt and dz in terms of y rather than S.
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