if S follows the geometric Brownian motion process in equation dS/S = ? dt + ? dz ,
What is the process followed by:
a) y= 2S
b) y= S^2
c) y= e^S
d) y= e^(r(T-t))/ S
in each case express the coefficient of dt and dz in terms of y rather than S.© BrainMass Inc. brainmass.com October 10, 2019, 4:26 am ad1c9bdddf
This solution helps answer questions regarding the geometric Brownian motion process.