djtofy6440 djtofy6440
  • 23-05-2023
  • Business
contestada

Suppose that a stock price, S(t), follows geometric Brownian
motion with expected return µ, and volatility σ: dS(t) = µS(t)dt +
σS(t)dW(t). Show that S2(t) also follows a geometric Brownian
motion

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