Calculus Volume 2
2nd Edition
ISBN: 9781630182021
Author: Gilbert Strang, Edwin Jed Herman
Publisher: OpenStax College.
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Textbook Question
Chapter 4.3, Problem 127E
Find the general solution to the differential equation.
127.
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Calculus lll
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For each month of the year, Taylor collected the average high temperatures in Jackson, Mississippi. He used the data to create the histogram shown. Which set of data did he use to create the histogram?
A
55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92\ 55,\ 60,\ 64,\ 72,\ 73,\ 75,\ 77,\ 81,\ 83,\ 91,\ 91,\ 92 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92
B
55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91\ 55,\ 57,\ 60,\ 65,\ 70,\ 71,\ 78,\ 79,\ 85,\ 86,\ 88,\ 91 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91
C
55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93\ 55,\ 60,\ 63,\ 64,\ 65,\ 71,\ 83,\ 87,\ 88,\ 88,\ 89,\ 93 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93
D
55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91\ 55,\ 58,\ 60,\ 66,\ 68,\ 75,\ 77,\ 82,\ 86,\ 89,\ 91,\ 91 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91
In this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0
given (under the measure P) by
d.St 0.03 St dt + 0.2 St dwt,
with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to
price an option on this stock (which we name cubic put). This option is European-type, with
maturity 3 months (i.e. T = 0.25 years), and payoff given by
F = (8-5)+
(a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure
Q. (You don't need to prove it, simply give the answer.)
(b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2.
(c) Let X =
S. Find the Stochastic Differential Equation satisfied by the process (Xt)
under the measure Q.
(d) Find an explicit expression for X₁ = S3 under measure Q.
(e) Using the results above, find the price of the cubic put option mentioned above.
(f) Is the price in (e) the same as in question (b)? (Explain why.)
Chapter 4 Solutions
Calculus Volume 2
Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Determine the order of the following differential...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...
Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify that the following functions are solutions...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - Verify the following general solutions and find...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - For the following problems, find the general...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Solve the following initial-value problems...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.1 - Recall that a family of solutions includes...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - For the following problems, use the direction...Ch. 4.2 - Draw the direction field for the following...Ch. 4.2 - Draw the direction field for the following...Ch. 4.2 - Draw the direction field for the following...Ch. 4.2 - Draw the direction field for the following...Ch. 4.2 - Draw the direction field for the following...Ch. 4.2 - Draw the directional field for the following...Ch. 4.2 - Draw the directional field for the following...Ch. 4.2 - Draw the directional field for the following...Ch. 4.2 - Draw the directional field for the following...Ch. 4.2 - Draw the directional field for the following...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Match the direction field with the given...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - WEstimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Estimate the following solutions using Euler’s...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Differential equations can be used to model...Ch. 4.2 - Consider the initial-value problem y' = 2y, y(0) =...Ch. 4.2 - Consider the initial-value problem y' = 2y, y(0) =...Ch. 4.2 - Consider the initial-value problem y' = 2y, y(0) =...Ch. 4.2 - Consider the initial-value problem y' = 2y, y(0) =...Ch. 4.2 - Consider the initial-value problem y' = 2y, y(0) =...Ch. 4.3 - Solve the following initial-value problems with...Ch. 4.3 - Solve the following initial-value problems with...Ch. 4.3 - Solve the following initial-value problems with...Ch. 4.3 - Solve the following initial-value problems with...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the general solution to the differential...Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - Find the solution to the initial-value problem....Ch. 4.3 - For the following problems, use a software program...Ch. 4.3 - For the following problems, use a software program...Ch. 4.3 - For the following problems, use a software program...Ch. 4.3 - For the following problems, use a software program...Ch. 4.3 - For the following problems, use a software program...Ch. 4.3 - Most drugs in the bloodstream decay according to...Ch. 4.3 - A drug is administered intravenously to a patient...Ch. 4.3 - [T] How often should a drug be taken if its dose...Ch. 4.3 - A tank contains 1 kilogram of salt dissolved in...Ch. 4.3 - A tank containing 10 kilograms of salt dissolved...Ch. 4.3 - [T] For the preceding problem, find flow much salt...Ch. 4.3 - Torricelli’s law states that for a water tank with...Ch. 4.3 - For the preceding problem, determine how long it...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.3 - For the following problems, use Newton’s law of...Ch. 4.4 - Student Project: Logistic Equation with a...Ch. 4.4 - Student Project: Logistic Equation with a...Ch. 4.4 - Student Project: Logistic Equation with a...Ch. 4.4 - Student Project: Logistic Equation with a...Ch. 4.4 - For the following problems, consider the logistic...Ch. 4.4 - For the following problems, consider the logistic...Ch. 4.4 - For the following problems, consider the logistic...Ch. 4.4 - For the following problems, consider the logistic...Ch. 4.4 - For the following problems, consider the logistic...Ch. 4.4 - A population of deer inside a park has a carrying...Ch. 4.4 - A population of frogs in a pond has a growth rate...Ch. 4.4 - [T] Bacteria grow at a rate of 2O per hour in a...Ch. 4.4 - [T] Rabbits in a park have an initial population...Ch. 4.4 - [T] Two monkeys are placed on an island. After 5...Ch. 4.4 - [T] A butterfly sanctuary is built that can hold...Ch. 4.4 - The following problems consider the logistic...Ch. 4.4 - The following problems consider the logistic...Ch. 4.4 - The following problems consider the logistic...Ch. 4.4 - The following problems consider the logistic...Ch. 4.4 - The following problems consider the logistic...Ch. 4.4 - It is more likely that the amount of fishing is...Ch. 4.4 - It is more likely that the amount of fishing is...Ch. 4.4 - It is more likely that the amount of fishing is...Ch. 4.4 - It is more likely that the amount of fishing is...Ch. 4.4 - It is more likely that the amount of fishing is...Ch. 4.4 - The following problems add in a minimal threshold...Ch. 4.4 - The following problems add in a minimal threshold...Ch. 4.4 - The following problems add in a minimal threshold...Ch. 4.4 - The following problems add in a minimal threshold...Ch. 4.4 - The following problems add in a minimal threshold...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - The following questions consider the Gompertz...Ch. 4.4 - Below is a table of the populations of whooping...Ch. 4.4 - Below is a table of the populations of whooping...Ch. 4.4 - Below is a table of the populations of whooping...Ch. 4.4 - Below is a table of the populations of whooping...Ch. 4.4 - Below is a table of the populations of whooping...Ch. 4.5 - Are the following differential equations linear?...Ch. 4.5 - Are the following differential equations linear?...Ch. 4.5 - Are the following differential equations linear?...Ch. 4.5 - Are the following differential equations linear?...Ch. 4.5 - Are the following differential equations linear?...Ch. 4.5 - Write the following first-order differential...Ch. 4.5 - Write the following first-order differential...Ch. 4.5 - Write the following first-order differential...Ch. 4.5 - Write the following first-order differential...Ch. 4.5 - Write the following first-order differential...Ch. 4.5 - What are the integrating factors for the following...Ch. 4.5 - What are the integrating factors for the following...Ch. 4.5 - What are the integrating factors for the following...Ch. 4.5 - What are the integrating factors for the following...Ch. 4.5 - What are the integrating factors for the following...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations by...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following differential equations. Use...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - Solve the following initial-value problems by...Ch. 4.5 - A falling object of mass m can reach terminal...Ch. 4.5 - Using your expression from the preceding problem,...Ch. 4.5 - [T] Using your equation for terminal velocity,...Ch. 4.5 - A more accurate way to describe terminal velocity...Ch. 4.5 - Using your expression from the preceding problem,...Ch. 4.5 - [T] Using your equation for terminal velocity,...Ch. 4.5 - For the following problems, determine how...Ch. 4.5 - For the following problems, determine how...Ch. 4.5 - For the following problems, determine how...Ch. 4.5 - For the following problems, determine how...Ch. 4.5 - For the following problems, determine how...Ch. 4 - True or False? Justify your answer with a proof or...Ch. 4 - True or False? Justify your answer with a proof or...Ch. 4 - True or False? Justify your answer with a proof or...Ch. 4 - True or False? Justify your answer with a proof or...Ch. 4 - For the following problems, find the general...Ch. 4 - For the following problems, find the general...Ch. 4 - For the following problems, find the general...Ch. 4 - For the following problems, find the general...Ch. 4 - For the following problems, find the general...Ch. 4 - For the following problems, find the general...Ch. 4 - For the following problems, find the solution to...Ch. 4 - For the following problems, find the solution to...Ch. 4 - For the following problems, find the solution to...Ch. 4 - For the following problems, find the solution to...Ch. 4 - For the following problems, find the solution to...Ch. 4 - For the following problems, find the solution to...Ch. 4 - For the following problems, draw the directional...Ch. 4 - For the following problems, draw the directional...Ch. 4 - For the following problems, use Euler’s Method...Ch. 4 - For the following problems, use Euler’s Method...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...Ch. 4 - For the following problems, set up and solve the...
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