Multiple Choice
If e is a random sample from a standard normal distribution,which of the following is the change in a Wiener process in time dt .
A) e times the square root of dt
B) e times dt
C) dt times the square root of e
D) The square root of e times the square root of dt
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q9: The process followed by a variable X
Q10: A variable x starts at 10 and
Q11: Which of the following gives a random
Q12: If a variable x follows the process
Q13: The variance of a Wiener process in
Q14: A variable x starts at zero and
Q15: When a stock price,S,follows geometric Brownian motion
Q16: A variable x starts at zero and
Q17: A variable x starts at 10 and
Q18: Which of the following is true when