S(t), t >= 0 be a geometric Brownian motion process with drift parameter mu=0.1 and volatility parameter σ=0.2.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter9: Multivariable Calculus
Section9.2: Partial Derivatives
Problem 30E
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Let S(t), t >= 0 be a geometric Brownian motion process with drift parameter mu=0.1 and volatility parameter σ=0.2. Find: a.)P(S(1) > S(0)) b.)P(S(2) > S(1) > S(0)) c.)P(S(3) < S(1) > S(0))
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ISBN:
9780321964038
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GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
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Pearson Addison Wesley,