Differential Equations with Boundary-Value Problems (MindTap Course List)
9th Edition
ISBN: 9781305965799
Author: Dennis G. Zill
Publisher: Cengage Learning
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Chapter 7.4, Problem 52E
To determine
The expression for the current
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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 7 Solutions
Differential Equations with Boundary-Value Problems (MindTap Course List)
Ch. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - Prob. 4ECh. 7.1 - Prob. 5ECh. 7.1 - Prob. 6ECh. 7.1 - Prob. 7ECh. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - Prob. 10E
Ch. 7.1 - Prob. 11ECh. 7.1 - Prob. 12ECh. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - Prob. 14ECh. 7.1 - Prob. 15ECh. 7.1 - Prob. 16ECh. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - In Problems 118 use Definition 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - Prob. 20ECh. 7.1 - Prob. 21ECh. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - Prob. 24ECh. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - Prob. 27ECh. 7.1 - Prob. 28ECh. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 1936 use Theorem 7.1.1 to find f(t)....Ch. 7.1 - In Problems 3740 find f(t) by first using a...Ch. 7.1 - In Problems 3740 find f(t) by first using a...Ch. 7.1 - In Problems 3740 find f(t) by first using a...Ch. 7.1 - In Problems 3740 find f(t) by first using a...Ch. 7.1 - Prob. 41ECh. 7.1 - Prob. 42ECh. 7.1 - Prob. 43ECh. 7.1 - Prob. 44ECh. 7.1 - In Problems 4346 use Problems 41 and 42 and the...Ch. 7.1 - Prob. 46ECh. 7.1 - Suppose that if {f1(t)} = F1(s) for s c1 and that...Ch. 7.1 - Figure 7.1.4 suggests, but does not prove, that...Ch. 7.1 - Discussion Problems Use part (c) of Theorem 7.1.1...Ch. 7.1 - Prob. 50ECh. 7.1 - Prob. 51ECh. 7.1 - Show that the function f(t)=1/t2 does not possess...Ch. 7.1 - Prob. 53ECh. 7.1 - Prob. 54ECh. 7.1 - Prob. 55ECh. 7.1 - Prob. 56ECh. 7.1 - Prob. 57ECh. 7.1 - In Problems 5558 use the given Laplace transform...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - Prob. 2ECh. 7.2 - Prob. 3ECh. 7.2 - Prob. 4ECh. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - Prob. 7ECh. 7.2 - Prob. 8ECh. 7.2 - Prob. 9ECh. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - Prob. 12ECh. 7.2 - Prob. 13ECh. 7.2 - Prob. 14ECh. 7.2 - Prob. 15ECh. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - Prob. 22ECh. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - Prob. 24ECh. 7.2 - Prob. 25ECh. 7.2 - Prob. 26ECh. 7.2 - Prob. 27ECh. 7.2 - Prob. 28ECh. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 130 use appropriate algebra and...Ch. 7.2 - In Problems 3134 find the given inverse Laplace...Ch. 7.2 - In Problems 3134 find the given inverse Laplace...Ch. 7.2 - In Problems 3134 find the given inverse Laplace...Ch. 7.2 - In Problems 3134 find the given inverse Laplace...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - Prob. 42ECh. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - In Problems 3544 use the Laplace transform to...Ch. 7.2 - The inverse forms of the results in Problem 49 in...Ch. 7.2 - Prob. 46ECh. 7.2 - Prob. 47ECh. 7.2 - Prob. 48ECh. 7.2 - Prob. 49ECh. 7.2 - Make up two functions f1 and f2 that have the same...Ch. 7.2 - Prob. 51ECh. 7.2 - Prob. 52ECh. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - Find either F(s) or f (t), as indicated. {e2t(t ...Ch. 7.3 - Find either F(s) or f (t), as indicated. {et sin...Ch. 7.3 - Find either F(s) or f (t), as indicated. {e2t cos...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - Prob. 12ECh. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - Prob. 15ECh. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 120 find either F(s) or f(t), as...Ch. 7.3 - In Problems 2130 use the Laplace transform to...Ch. 7.3 - Prob. 22ECh. 7.3 - Prob. 23ECh. 7.3 - Prob. 24ECh. 7.3 - Prob. 25ECh. 7.3 - Prob. 26ECh. 7.3 - In Problems 2130 use the Laplace transform to...Ch. 7.3 - Prob. 28ECh. 7.3 - In Problems 2130 use the Laplace transform to...Ch. 7.3 - Prob. 30ECh. 7.3 - In Problems 31 and 32 use the Laplace transform...Ch. 7.3 - In Problems 31 and 32 use the Laplace transform...Ch. 7.3 - Prob. 33ECh. 7.3 - Recall that the differential equation for the...Ch. 7.3 - Prob. 35ECh. 7.3 - Prob. 36ECh. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - In Problems 3748 find either F(s) or f(t), as...Ch. 7.3 - Prob. 44ECh. 7.3 - Prob. 45ECh. 7.3 - Prob. 46ECh. 7.3 - Prob. 47ECh. 7.3 - Prob. 48ECh. 7.3 - Prob. 49ECh. 7.3 - Prob. 50ECh. 7.3 - Prob. 51ECh. 7.3 - Prob. 52ECh. 7.3 - Prob. 53ECh. 7.3 - Prob. 54ECh. 7.3 - In Problems 5562 write each function in terms of...Ch. 7.3 - Prob. 56ECh. 7.3 - In Problems 5562 write each function in terms of...Ch. 7.3 - Prob. 58ECh. 7.3 - Prob. 59ECh. 7.3 - Prob. 60ECh. 7.3 - Prob. 61ECh. 7.3 - Prob. 62ECh. 7.3 - In Problems 6370 use the Laplace transform to...Ch. 7.3 - Prob. 64ECh. 7.3 - Prob. 65ECh. 7.3 - Prob. 66ECh. 7.3 - Prob. 67ECh. 7.3 - Prob. 68ECh. 7.3 - Prob. 69ECh. 7.3 - Prob. 70ECh. 7.3 - Suppose a 32-pound weight stretches a spring 2...Ch. 7.3 - Prob. 72ECh. 7.3 - Prob. 73ECh. 7.3 - Prob. 74ECh. 7.3 - Prob. 75ECh. 7.3 - Prob. 76ECh. 7.3 - Prob. 77ECh. 7.3 - Prob. 78ECh. 7.3 - Prob. 79ECh. 7.3 - Prob. 80ECh. 7.3 - Discuss how you would fix up each of the following...Ch. 7.3 - Prob. 83ECh. 7.4 - In Problems 18 use Theorem 7.4.1 to evaluate the...Ch. 7.4 - In Problems 18 use Theorem 7.4.1 to evaluate the...Ch. 7.4 - In Problems 18 use Theorem 7.4.1 to evaluate the...Ch. 7.4 - In Problems 18 use Theorem 7.4.1 to evaluate the...Ch. 7.4 - In Problems 18 use Theorem 7.4.1 to evaluate the...Ch. 7.4 - Prob. 6ECh. 7.4 - In Problems 18 use Theorem 7.4.1 to evaluate the...Ch. 7.4 - Prob. 8ECh. 7.4 - In Problems 914 use the Laplace transform to solve...Ch. 7.4 - Prob. 10ECh. 7.4 - In Problems 914 use the Laplace transform to solve...Ch. 7.4 - In Problems 914 use the Laplace transform to solve...Ch. 7.4 - Prob. 13ECh. 7.4 - In Problems 914 use the Laplace transform to solve...Ch. 7.4 - Prob. 15ECh. 7.4 - Prob. 16ECh. 7.4 - In some instances the Laplace transform can be...Ch. 7.4 - In some instances the Laplace transform can be...Ch. 7.4 - Prob. 19ECh. 7.4 - Prob. 20ECh. 7.4 - In Problems 1922 proceed as in Example 3 and find...Ch. 7.4 - Prob. 22ECh. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - Prob. 28ECh. 7.4 - Prob. 29ECh. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - Prob. 33ECh. 7.4 - In Problems 2334 proceed as in Example 4 and find...Ch. 7.4 - Prob. 35ECh. 7.4 - Prob. 36ECh. 7.4 - Prob. 37ECh. 7.4 - Prob. 38ECh. 7.4 - Prob. 40ECh. 7.4 - Prob. 41ECh. 7.4 - Prob. 42ECh. 7.4 - Prob. 43ECh. 7.4 - In Problems 4150 use the Laplace transform to...Ch. 7.4 - In Problems 4150 use the Laplace transform to...Ch. 7.4 - Prob. 46ECh. 7.4 - In Problems 4150 use the Laplace transform to...Ch. 7.4 - In Problems 4150 use the Laplace transform to...Ch. 7.4 - In Problems 4150 use the Laplace transform to...Ch. 7.4 - Prob. 50ECh. 7.4 - In Problems 51 and 52 solve equation (10) subject...Ch. 7.4 - Prob. 52ECh. 7.4 - In Problems 5358 use Theorem 7.4.3 to find the...Ch. 7.4 - In Problems 5358 use Theorem 7.4.3 to find the...Ch. 7.4 - In Problems 5358 use Theorem 7.4.3 to find the...Ch. 7.4 - In Problems 5358 use Theorem 7.4.3 to find the...Ch. 7.4 - In Problems 5358 use Theorem 7.4.3 to find the...Ch. 7.4 - In Problems 5358 use Theorem 7.4.3 to find the...Ch. 7.4 - Prob. 59ECh. 7.4 - Prob. 60ECh. 7.4 - Prob. 61ECh. 7.4 - Prob. 62ECh. 7.4 - Prob. 63ECh. 7.4 - Prob. 64ECh. 7.4 - (a)Laguerres differential equation ty+(1t)y+ny=0...Ch. 7.4 - Prob. 66ECh. 7.4 - Prob. 67ECh. 7.4 - Prob. 68ECh. 7.4 - Prob. 69ECh. 7.4 - Prob. 70ECh. 7.4 - Prob. 71ECh. 7.4 - Appropriately modify the procedure of Problem 72...Ch. 7.4 - Prob. 74ECh. 7.5 - In Problems 112 use the Laplace transform to solve...Ch. 7.5 - Prob. 2ECh. 7.5 - Prob. 3ECh. 7.5 - Prob. 4ECh. 7.5 - Prob. 5ECh. 7.5 - Prob. 6ECh. 7.5 - In Problems 112 use the Laplace transform to solve...Ch. 7.5 - Prob. 8ECh. 7.5 - Prob. 9ECh. 7.5 - Prob. 10ECh. 7.5 - In Problems 112 use the Laplace transform to solve...Ch. 7.5 - Prob. 12ECh. 7.5 - In Problems 13 and 14 use the Laplace transform to...Ch. 7.5 - Prob. 14ECh. 7.5 - Prob. 15ECh. 7.5 - Prob. 16ECh. 7.5 - Prob. 17ECh. 7.5 - Prob. 18ECh. 7.6 - Prob. 1ECh. 7.6 - Prob. 2ECh. 7.6 - Prob. 3ECh. 7.6 - Prob. 4ECh. 7.6 - Prob. 5ECh. 7.6 - Prob. 6ECh. 7.6 - d2xdt2+xy=0d2ydt2+yx=0 x(0) = 0, x(0) = 2, y(0) =...Ch. 7.6 - Prob. 8ECh. 7.6 - Prob. 9ECh. 7.6 - dxdt4x+d3ydt3=6sintdxdt+2x2d3ydt3=0 x(0) = 0, y(0)...Ch. 7.6 - Prob. 11ECh. 7.6 - Prob. 12ECh. 7.6 - Prob. 13ECh. 7.6 - Prob. 14ECh. 7.6 - (a) Show that the system of differential equations...Ch. 7.6 - (a) In Problem 12 in Exercises 3.3 you were asked...Ch. 7.6 - Prob. 17ECh. 7.6 - Prob. 18ECh. 7.6 - Prob. 19ECh. 7.6 - Prob. 20ECh. 7 - In Problems 1 and 2 use the definition of the...Ch. 7 - Prob. 2RECh. 7 - Prob. 3RECh. 7 - Prob. 4RECh. 7 - Prob. 5RECh. 7 - Prob. 6RECh. 7 - Prob. 7RECh. 7 - Prob. 8RECh. 7 - Prob. 9RECh. 7 - Prob. 10RECh. 7 - Prob. 11RECh. 7 - Prob. 12RECh. 7 - Prob. 13RECh. 7 - Prob. 14RECh. 7 - Prob. 15RECh. 7 - Prob. 16RECh. 7 - Prob. 17RECh. 7 - Prob. 18RECh. 7 - Prob. 19RECh. 7 - Prob. 20RECh. 7 - Prob. 21RECh. 7 - Prob. 22RECh. 7 - Prob. 23RECh. 7 - Prob. 24RECh. 7 - Prob. 25RECh. 7 - Prob. 26RECh. 7 - Prob. 27RECh. 7 - Prob. 28RECh. 7 - Prob. 29RECh. 7 - Prob. 30RECh. 7 - Prob. 31RECh. 7 - In Problems 2932 express f in terms of unit step...Ch. 7 - Prob. 33RECh. 7 - Prob. 34RECh. 7 - Prob. 35RECh. 7 - Prob. 36RECh. 7 - Prob. 37RECh. 7 - Prob. 38RECh. 7 - Prob. 39RECh. 7 - Prob. 40RECh. 7 - Prob. 41RECh. 7 - Prob. 42RECh. 7 - Prob. 43RECh. 7 - Prob. 44RECh. 7 - Prob. 45RECh. 7 - Prob. 46RECh. 7 - A uniform cantilever beam of length L is embedded...Ch. 7 - When a uniform beam is supported by an elastic...Ch. 7 - Prob. 49RECh. 7 - Coulomb Friction Revlslted In Problem 27 in...Ch. 7 - Range of a ProjectileNo Air Resistance (a) A...
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