Q6 10 Points Assume that the price S(t) of a stock has a deterministic and integrable time-dependent volatility parameter o(t), instantaneous expected return m(t), and dividend yield rate q(t). Suppose that the price change of the stock over an instant dt is given by the following stochastic differential equation (s.d.e.): ds(t) = (m(t) a(t)) S(t)dt +o(t) S(t) dB(t). Solve the s.d.e. for the price of the stock at a future time T >t. Please select file(s) Select file(s) Save Answer Q6 10 Points Assume that the price S(t) of a stock has a deterministic and integrable time-dependent volatility parameter o(t), instantaneous expected return m(t), and dividend yield rate q(t). Suppose that the price change of the stock over an instant dt is given by the following stochastic differential equation (s.d.e.): ds(t) = (m(t) a(t)) S(t)dt +o(t) S(t) dB(t). Solve the s.d.e. for the price of the stock at a future time T >t. Please select file(s) Select file(s) Save