A stock price is governed by the geometric Brownian motion with mean mu = 0.10 and standard

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A stock price is governed by the geometric Brownian motion with mean mu = 0.10 and standard deviation sigma = 0.4. The initial stock price is S(0) = 10. Find the mean E[S(3)]

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Data Communications and Networking

ISBN: 978-0073376226

5th edition

Authors: Behrouz A. Forouzan

Posted Date: Jun 11, 2024 07:13 PM

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A stock price is governed by the geometric Brownian motion with mean mu = 0.10 and standard

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Data Communications and Networking

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