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. A stock price (Xt) zo is assumed to follow a geometric Brownian motion, so for all t > 0 Xt = Xo exp ttoW.
. A stock price (Xt) zo is assumed to follow a geometric Brownian motion, so for all t > 0 Xt = Xo exp ttoW. for constants u, o and a Brownian motion W. We assume that u = 15 %.year-], o = 30 %.y...
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