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Derive the stochastic differential equations of the following processes given that the underlying price process, Xt, follows the Geometric Brownian Motion: (a) Yt = 2St
Derive the stochastic differential equations of the following processes given that the underlying price process, Xt, follows the Geometric Brownian Motion:
(a) Yt = 2St
b) Yt = e^St
(c) Yt =(e^r(T t))/St
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