1 1 P(S) = exp V27027 S [In(S/So) (u 102)t 202t = Determine...
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1 1 P(S) = exp V27027 S [In(S/So) (u 102)t 202t = Determine the probability that at time t the share price, S(t), is less than or equal to So. Show that the peak value in the probability density function is given by 2 Speak = So exp [( -3) u t 2 Determine the expectation value of S2 at time t. 1 1 P(S) = exp V27027 S [In(S/So) (u 102)t 202t = Determine the probability that at time t the share price, S(t), is less than or equal to So. Show that the peak value in the probability density function is given by 2 Speak = So exp [( -3) u t 2 Determine the expectation value of S2 at time t
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