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The value of a stock follows a Geometric Brownian motion, with drift of 39% and diffusion of 40%. The stock pays dividends proportional to its
The value of a stock follows a Geometric Brownian motion, with drift of 39% and diffusion of 40%. The stock pays dividends proportional to its price an annual rate of 24%. The current stock price is $65. Calculate the probability that the stock price is at least $126 in 6 years. The value of a stock follows a Geometric Brownian motion, with drift of 39% and diffusion of 40%. The stock pays dividends proportional to its price an annual rate of 24%. The current stock price is $65. Calculate the probability that the stock price is at least $126 in 6 years
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