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The risk-free rate is r and the price of a non-dividend paying stock follows the Ito process, growing at rate , with volatility , such
The risk-free rate is r and the price of a non-dividend paying stock follows the Ito process, growing at rate , with volatility , such that dS = Sdt+Sdz. At what rate does the forward price of the stock grow for a forward contract maturing at a future time T
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University Calculus Early Transcendentals, Multivariable
Authors: Joel R Hass, Maurice D Weir, George B Thomas Jr
2nd Edition
0321830849, 9780321830845
