5. If S follows the geometric Brownian motion process in equation < as = µ dt + odz e S What is the process followed by y = ses?? «

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5. If S follows the geometric Brownian motion process in equation -
ds
µdt + odz e
What is the process followed by y = ses ? +
Transcribed Image Text:5. If S follows the geometric Brownian motion process in equation - ds µdt + odz e What is the process followed by y = ses ? +
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