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Luenberger edition 2 problem 13.7 (Application of Ito's lemma) A stock price S is governed by dS = u S dt + o S dz,
Luenberger edition 2 problem 13.7 (Application of Ito's lemma) A stock price S is governed by dS = u S dt + o S dz, where z is a standardized Wiener process. Find the process that governs G(t)=s1/2(t)
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