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Let St be the price of stock at time t and suppose that at times of a Poisson process with rate…

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Let St be the price of stock at time t and suppose that at times of a Poisson process with rate λ the price is multiplied by a random variable Xi > 0 with mean µ and variance σ2. That is,

Let St be the price of stock at time t and suppose that at times of a Poisson process with rate...