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dS/S = a dt+o.dz. while the dividend yield for this portfolio, y(t), follows the process dy = x(yS y)dt +vdz, where dz, and dz, are
dS/S = a dt+o.dz. while the dividend yield for this portfolio, y(t), follows the process dy = x(yS y)dt +vdz, where dz, and dz, are standard Brownian motions under P-measure, de da, = pdt, and a., 0,,K, Y, and o, are positive constants. Solve for the process followed by the portfolio's dividends paid per unit time, D(t)= ys. dS/S = a dt+o.dz. while the dividend yield for this portfolio, y(t), follows the process dy = x(yS y)dt +vdz, where dz, and dz, are standard Brownian motions under P-measure, de da, = pdt, and a., 0,,K, Y, and o, are positive constants. Solve for the process followed by the portfolio's dividends paid per unit time, D(t)= ys
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