a. What are the main assumptions of geometric random walks? b. What is the probability distribution of
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a. What are the main assumptions of geometric random walks?
b. What is the probability distribution of asset prices that follow geometric random walks?
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a The main assumptions of geometric random walks are 1 The time increments are discrete and equally ...View the full answer
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Related Book For 
The Theory And Practice Of Investment Management
ISBN: 9780470929902
2nd Edition
Authors: Frank J Fabozzi, Harry M Markowitz
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