Maurice Tutor

(5)

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About Maurice Tutor

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Algebra,Applied Sciences,Biology,Calculus,Chemistry,Economics,English,Essay writing,Geography,Geology,Health & Medical,Physics,Science Hide all
Teaching Since: May 2017
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  • MCS,PHD
    Argosy University/ Phoniex University/
    Nov-2005 - Oct-2011

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  • Professor
    Phoniex University
    Oct-2001 - Nov-2016

Category > Management Posted 11 Oct 2017 My Price 2.00

Brownian motion process

Let S (v), v ≥ 0 be a geometric Brownian motion process with drift parameter μ and volatility parameter σ , having S ( 0 ) = s . Find P ( max 0 ≤ v ≤ t S (v) ≥ y ).

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Maurice Tutor
(5)
Status NEW Posted 11 Oct 2017 09:10 PM My Price 2.00

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