This question is incomplete, the complete question is;
A stock price S is governed by dS = aSdt + bSdz
where z is a standardized Wiener process. Find the process that governs G(t) = S^1/2(t)
Answer:
G = S^1/2
Step-by-step explanation:
Solving the Equation
dS = aSdt + bSdz
First we Take S common from Right hand Side
dS = S(a dt + b dz)
Then we also take S Left Hand Side(LHS) from RHS
dS/S = a dt + b dz
So d = a dt + b dz
now we Take d Common from RHS
d = d(a t + b z)
So
d/d = a t + b z
1 = a t + b z
So, t = (1-b z) / a
Now substitute value of t in equation G(t) = S^1/2(t)
we have
G{(1- b z)/a} = S^1/2 {(1- b z)/a}
(1- b z)/a) from both sides cancels out each other
So we have G = S^1/2
Answer:
The distance traveled at a constant speed is directly proportional to the time of travel. If Olivia traveled 112 miles in 3.5 hours, how many miles will Olivia travel in 8.9 hours at the same constant speed?
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Proportion:
x/8.9 = 112/3.5
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x = 8.9(112/3.5)
x = 284.8 miles
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Cheers,
Answer:
43
Step-by-step explanation:
on the shape to the right angle k looks similar to angle p and we know angle p is accute making it less than 90
Step-by-step explanation:
Hope this help! have a great day
