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Brownian Motion. Suppose that the stock price follows a geometric Brownian motion. This means the log stock price follows the process: d log(S t )

Brownian Motion. Suppose that the stock price follows a geometric Brownian motion. This means the log stock price follows the process: d log(S t ) = mdt + ?dB t . Suppose the m = 10% and ? = 40%. Al...

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