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Q 6. If S follows the geometric Brownian motion process in equation dS = uSdt + oSdz, what is the process followed by (a) y
Q 6. If S follows the geometric Brownian motion process in equation dS = uSdt + oSdz, what is the process followed by (a) y = 2S, (b) y = S2, (e) y = es, (d) y = e"(T-1)/S. In each case express the coefficients of dt and dz in terms of y rather than S. Q 6. If S follows the geometric Brownian motion process in equation dS = uSdt + oSdz, what is the process followed by (a) y = 2S, (b) y = S2, (e) y = es, (d) y = e"(T-1)/S. In each case express the coefficients of dt and dz in terms of y rather than S
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