by Dan | Nov 24, 2021 | agriculture
1Question I:Let {X(t),t ≥ 0} be an arithmetic Brownian motion with a drift factor of 0.35 and a volatility of 0.43. Given that X4 = 2.(a) Find the distribution of X(13).(b) What is the probability that X(13) > 9.(c) Find the confidence interval of X(13) at level...
