(5) Let dS=Sdt + 2SdW and let Z(t) = S(t)³. What is the SDE for 2? The following answers are proposed. (a) dz 15dt +6dW (b) dz 152dt +6ZdW (c) dz-62dt + 15zaw (d) dz-15Zdt +6dW (e) None of the above is correct. Choose the best answer. The correct answer is (Select One) (a) O (b) O (c) O (d) O (e) O N/A O

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section4.3: Zeros Of Polynomials
Problem 68E
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(5) Let dS = Sdt + 2SdW and let Z(t) = S(t)³. What is the SDE for Z?
The following answers are proposed.
(a) dZ = 15dt + 6dW
(b) dZ 15Zdt +6ZdW
(c) dZ =
6Zdt + 15ZdW
(d) dZ = 15Zdt + 6dW
(e) None of the above is correct.
Choose the best answer.
The correct answer is
(Select One)
(a)
O
(b)
(c)
O
(d)
O
(e)
O
N/A
O
Transcribed Image Text:(5) Let dS = Sdt + 2SdW and let Z(t) = S(t)³. What is the SDE for Z? The following answers are proposed. (a) dZ = 15dt + 6dW (b) dZ 15Zdt +6ZdW (c) dZ = 6Zdt + 15ZdW (d) dZ = 15Zdt + 6dW (e) None of the above is correct. Choose the best answer. The correct answer is (Select One) (a) O (b) (c) O (d) O (e) O N/A O
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