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The price of an asset s follows the process ds = S dt+oSdz where y and o are respectively the expected return and the volatility.

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The price of an asset s follows the process ds = S dt+oSdz where y and o are respectively the expected return and the volatility. You can assume that these two parameters are constant. The variable z is a Wiener process. Describe the process followed by the variables" where n is an integer

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