If S follows the geometric Brownian motion process in equation (14.6), what is the
Chapter 14, Problem 14.16(choose chapter or problem)
If S follows the geometric Brownian motion process in equation (14.6), what is the process followed by (a) y 2S (b) y S2 (c) y e S (d) y e rTt =S. In each case express the coefficients of dt and dz in terms of y rather than S.
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