Answer the following question and don't copy paste from answers or I will give a thumbs down. Suppose that the stock price

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answerhappygod
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Answer the following question and don't copy paste from answers or I will give a thumbs down. Suppose that the stock price

Post by answerhappygod »

Answer the following question and don't copy paste from answers or
I will give a thumbs down.
Suppose that the stock price follows geometric Brownian motion
dXt = 0.04 Xt dt + 0.2 Xt dWt. Write the probability density
function for the distribution of the stock prices in 2 years if the
current stock price is 80
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