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1. Let dS, = MS,dt + o,S,dW, where W, is a standard Brownian motion with M = 0.1, So = 20, and 0.1 for 0

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1. Let dS, = MS,dt + o,S,dW, where W, is a standard Brownian motion with M = 0.1, So = 20, and 0.1 for 0

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