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5 Suppose X, is a geometric Brownian motion with u: 1. g? = 1. Given X, = 1. find the probability of X, < 3. Round vour answer to 2 digits

5 Suppose X, is a geometric Brownian motion with u: 1. g? = 1. Given X, = 1. find the probability of X, < 3. Round vour answer to 2 digits

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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5. Suppose X÷ a geometric Brownian motion with u = 1, o² = 1. Given X1 1, find the probability of X3 < 3. Round your answer to 2 digits.
Transcribed Image Text:5. Suppose X÷ a geometric Brownian motion with u = 1, o² = 1. Given X1 1, find the probability of X3 < 3. Round your answer to 2 digits.
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