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Suppose that the price Xt of Euro in terms of USD follows d Xt = 0.01 Xt dt + 0.07 Xt dWt Write the equation
Suppose that the price Xt of Euro in terms of USD follows d Xt = 0.01 Xt dt + 0.07 Xt dWt
Write the equation for Yt the price of USD in terms of Euro.
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