I need to solve for $dS_n = 2S_ndt + 3S_ndB_t$ with $S_0 = 2$
If I were to substitute Ito's formula, would it appear in this form:?
$d \ln S_n = f'(S_n)dS_n + \frac{1}{2} \sigma ^2 (S_n) f''(S_n)dt$
Should $dt$ be $dn$?
The notation confuses me.
I need to solve for $dS_n = 2S_ndt + 3S_ndB_t$ with $S_0 = 2$
If I were to substitute Ito's formula, would it appear in this form:?
$d \ln S_n = f'(S_n)dS_n + \frac{1}{2} \sigma ^2 (S_n) f''(S_n)dt$
Should $dt$ be $dn$?
The notation confuses me.
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