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10. Two shares follow geometric Brownian motions, i.e. dS1dS2=1S1dt+1S1dX1,=2S2dt+2S2dX2. The share price changes are correlated with the correlation coefficient . Find the stochastic differential equation

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10. Two shares follow geometric Brownian motions, i.e. dS1dS2=1S1dt+1S1dX1,=2S2dt+2S2dX2. The share price changes are correlated with the correlation coefficient . Find the stochastic differential equation satisfied by a function f(S1,S2)

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