
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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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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