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. .25. Suppose that a stock price S, satisfies the model dS, = u dt + Z dZ, where Z, is standard Brownian motion, u

. .25. Suppose that a stock price S, satisfies the model dS, = u dt + Z dZ, where Z, is standard Brownian motion, u > 0 is a constant, and So is the initial price of the stock. Derive an expressi...

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