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Assume that the assets of a firm, A, follow the process: A(t)=A(0)e(212)t+Z(t),0 0. Conditional on the initial asset value A(0), determine the distribution function of
Assume that the assets of a firm, A, follow the process: A(t)=A(0)e(212)t+Z(t),00. Conditional on the initial asset value A(0), determine the distribution function of lnA(t) for a fixed time t>0
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