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Write down the dynamics, SDE, of asset processes, with constant mean and diffusion processes. Solve the equation for asset price. Assume that the asset price
Write down the dynamics, SDE, of asset processes, with constant mean and diffusion processes. Solve the equation for asset price. Assume that the asset price is lognormally distributed.
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Elementary Differential Geometry
Authors: Andrew N Pressley
2nd Edition
1848828918, 9781848828919
