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. Black Scholes Equation and Brownian Motion. Suppose that the SEEP 500 price, 3;, follows a geometric Brownian motion: d3; = ,UStdt + 0'3:ch where

. Black Scholes Equation and Brownian Motion. Suppose that the SEEP 500 price, 3;, follows a geometric Brownian motion: d3; = ,UStdt + 0'3:ch where ,u = 8% and 0' = 20%. For simplicity, assume t...

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