(a) dSt = dt + StdWt

(b) dSt = (St )dt + StdWt

(c) dSt = Stdt + dWt

(d) dSt = Stdt + StdWt

(e) dSt = Stdt + StdWt

where , and are all constants.

We model stock prices S_t as a stochastic process *expression and options are given in attached file

(a) dSt = udt + o StdW+ (b) dSt = u(St a)dt + o StdW+ (c) dSt = Stdt + odW+ (d) dS4 = Stdt + o StdW+ (e) dst = u Sidt + SidW t where pl, o and a are all constants. We model stock prices S_t as a stochastic process *expression and options are given in attached file