Consider a variable S that follows the process dS dt dz For the first three years, 2 and

Chapter 14, Problem 14.5

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Consider a variable S that follows the process dS dt dz For the first three years, 2 and 3; for the next three years, 3 and 4. If the initial value of the variable is 5, what is the probability distribution of the value of the variable at the end of year 6? 31

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