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

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter9: Systems Of Equations And Inequalities
Section: Chapter Questions
Problem 52RE
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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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