Let S(t) be the price of a stock at time t. Suppose that the
stock price is modeled as a geometric Brownian
motion process, i.e. S(t)= So e^( \mu+ \sigma B (t )),
where B(t) is a standard Brownian mot

Answers

Answer 1

S(t)= So e^( μ+σB(t))is the motion process, where B(t) is a standard Brownian motion. S(t) is the price of a stock at time t.


The formula for the stock price (S) shows that S is a stochastic process, i.e., it changes randomly over time and is not predictable. Here, So is the initial stock price at time zero. The parameter μ is the expected return of the stock, and σ is the volatility of the stock. B(t) is a Brownian motion, which is a mathematical tool used to model the unpredictable movements of a stock price. It is used to represent the random component of the stock price, which is not due to any specific factor. The Brownian motion is a continuous-time stochastic process that is used to model many natural phenomena. Thus, this formula is an important tool for modeling and analyzing the behavior of the stock price

Most instances of Brownian movement are transport processes that are impacted by bigger flows, yet additionally display pedesis. Some examples are: The movement of dust grains on still water. Dust motes moving around in a room

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Related Questions

2) A car going down the road has a velocity of 20 m/s. If the car continues at this
rate for 7 seconds how far did the car go?

Answers

Answer: 140

Explanation: just multiply 7 x 20

140 u just multiply the numbers

What is your understanding of science?​

Answers

Answer:Science is a method of learning things about the world and environment we live in today . It gives us a better understanding of the natural world and how it works

Explanation:

when the static modifier is placed on a c local variable, what does it change?

Answers

When the static modifier is put on a local variable in C, it changes how long the variable lasts and what it is used for.

Without the static modifier, a local variable has automatic storage duration. This means that it is created when the block in which it is described starts and destroyed when that block ends. This block is the only place where the variable can be seen (its block scope).

When the static modifier is put on a local variable, the variable is given static storage, which means that it is made when the programme starts and destroyed when the programme ends. The block in which the variable is declared is still the only place where it can be seen (i.e., it still has block scope), but the variable's lifetime goes beyond the execution of that block.

So, a static local variable keeps its value between function calls and can be used as a "remembered" value, which can be useful in some computer situations. Since the value of the variable stays the same between function calls, it can also be used as a counter that goes up or down every time the function is called.

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In a series lrc circuit, the frequency at which the circuit is at resonance is f0. If you double the resistance, the inductance, the capacitance, and the voltage amplitude of the ac source, what is the new resonance frequency?.

Answers

When you double capacitance and inductance, the new resonance frequency becomes f/2.

Resonance frequency:

The resonance frequency of RLC series circuit, is the frequency at which the capacity reactance is equal to inductive reactance.

It can also be defined as the natural frequency of an object where it tends to vibrate at a higher amplitude.

Xc = Xl

which gives the value for resonance frequency:

\(f = \frac{1}{2\pi \sqrt{LC} }\)

where;

f is the resonance frequency

L is the inductance

C is the capacitance

When you double capacitance and inductance, the new resonance frequency becomes;

\(f' = \frac{1}{2\pi \sqrt{2L2C} }\)

\(f' = \frac{1}{2\pi \sqrt{4LC} }\)

\(f' = \frac{1}{\pi \sqrt{LC} }\frac{1}{2}\)

\(f' = \frac{1}{2} f\)

Thus from above,

When you double capacitance and inductance, the new resonance frequency becomes f/2.

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A stone of mass 10kg fall from the height of 2m.calculate the workdone​

Answers

The work done is 196 J.

The amount of work done upon an object depends upon the amount of force (F) causing the work, and the displacement (d) experienced by that object.

The mass of the stone is m=10kg

It is falling from the height of 2m i.e. its displacement is 2m.

Work done by an object is given by:

W=Fs

Where 'F' is the force and 's' is the displacement.

As the body moves in the direction of force, therefore work done by gravitational force will be positive.

W = Fs

    = mgh

    = 10 × 9.8 × 2

    = 196 J

Hence, the work done is 196 J.

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Describe the development of our current model of the atom from the ancient Greeks till the 20 th century. For the toolbar, press \( \mathrm{ALT}+\mathrm{F} 10 \) (PC) or \( \mathrm{ALT}+\mathrm{FN}+\m

Answers

The development of our current model of the atom evolved over centuries, starting with the ancient Greeks' conceptualization of the atom as an indivisible particle.

Around the fifth century BCE, the Greeks became the first people to put forth the idea of the atom. Democritus and other philosophers proposed the idea that matter is made up of tiny, indivisible pieces called atoms, but there was no experimental support for this theory at the time. Although it survived for centuries, this idea did not significantly change until the 19th century.

Scientific developments in the 19th century led to a deeper comprehension of atoms. With notable contributions from Michael Faraday's work on electromagnetic induction and Benjamin Franklin's electricity tests, scientists discovered the presence of electrical charges.

Groundbreaking investigations that transformed our understanding of the atom took place in the early 20th century. The electron, a negatively charged particle inside the atom, was discovered in 1897 as a result of J.J. Thomson's cathode ray tube studies. Atoms are shown to have a small, dense, positively charged nucleus that is around by negatively charged electrons in a large empty region by Ernest Rutherford's gold foil experiment in 1911.

The Rutherford model, sometimes known as the planetary model, was created in response to the discovery of the nucleus. This model, however, encountered problems since it was unable to explain the stability of atoms and the behavior of electrons. Researchers like Werner Heisenberg and Erwin Schrödinger made significant contributions to the development of quantum mechanics in the 1920s and 1930s.

The wave-particle duality and quantum mechanical concepts are both included in the current model of the atom, also referred to as the quantum mechanical model. In orbitals, which are areas of probability where electrons are most likely to be located, it says that electrons exist. Around the nucleus, these orbitals are arranged into energy levels or shells. The behavior of subatomic particles like protons and neutrons, which make up the nucleus, is also taken into consideration by the model.

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True or False. The entire world is
ultimately made up of three kinds of
particles: protons, neutrons, and
electrons.

Answers

Answer:

Explanation:

False.

There are also fields -- gravitational, electromagnetic...

What is an example of reflection

Answers

Answer:

when you think back on something or reconsider something you have done.

A reflection is the bending of light. A good example is seeing yourself in the mirror.

Use part 1 of the fundamental theorem of calculus to find the derivatives of the following functions.(a) g(x) = x7t3 1 dt1

Answers

Using part 1 of the fundamental theorem of calculus, we can find the derivative of g(x) as follows: g′(x) = (d/dx)∫[1,x] x7t3 dt = 7x6(x3)1 = 7x9.

The first part of the fundamental theorem of calculus is used for finding the derivative of a function. If a function is defined as the integral of another function, then the derivative of the function is the integrand. Mathematically, it is expressed as: g′(x) = (d/dx) ∫[a, x] f(t) dt

Here, g(x) = x7t3 1 dt  can be written as: g(x) = ∫[1,x] t3 dt

Since the upper limit of integration contains x, we use the chain rule for differentiation: g′(x) = (d/dx) x7t3 1 dt= (d/dx) ∫[1,x] t3 dt= x3(d/dx) [x7]= 7x6(x3)1= 7x9

Therefore, the derivative of g(x) is 7x9.

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The three agents of sediment ______, which result in deposition as energy decreases, are ice, wind, and water.

Answers

The blank is transport I’m pretty sure

Answer:

The three agents of sediment transport, which result in deposition as energy decreases, are ice, wind, and water.

The three agents of sediment ______, which result in deposition as energy decreases, are ice, wind, and

A 6kg object is lifted to a height of 10m. How much PE does it have?

Answers

Answer:

588 J

Explanation:

P.E = mgh

      = 6 * 9.8 * 10

     = 588 J

if g value is rounded and taken as 10 then answer is 600 J.

A recording studio has a soundproof wall, but we need to leave the sliding door open by a small amount because the air conditioner is broken and it is very warm. Suppose sound waves with a wavelength of 50.0 pass through the door. What is the widest we can leave the door open so that everyone on the other side can hear it? (That is, so that there are no quiet spots created by wave interference.)

Answers

According to the Huygens-Fresnel principle, when a wave with wavelength λ travels through a slit with a width d, no quiet spots will be created outside the room due to diffraction of waves when:

\(d=\lambda\)

Therefore, since the wavelength of the sound waves is 50.0cm, the widest we can leave the door open so that everyne on the other side can hear it, is:

\(50.0\operatorname{cm}\)

Write your answer to the question below.

-How do you think energy is transformed in the Drop Tower( ride in a amusement park)?

Answers

Answer:

Hi... Potential energy is converted to kinetic energy and kinetic energy is converted to potential energy

An advantage of subsurface (underground) coal mining is that it:A. employs more people than surface mining techniques and thus creates more jobs.B. is safer for the miners than surface mining techniques.C. is cheaper than surface mining techniques.D. All of these are advantages.

Answers

"An advantage of subsurface (underground) coal mining is that it employs more people than surface mining techniques and thus creates more jobs." So, the correct option is A.

Subsurface mining techniques are used when material ores are too deep to reach using surface mining techniques. Subsurface mining has the benefit of causing much less ground disturbance than surface mining. In actuality, it disturbs less ground than a tenth of what surface mining does.

When the ore body is too deep to be mined effectively by open pit, subsurface mining has advantages. The orebody's grades or quality are high enough to pay expenses. Compared to open pit mining, underground mining has a smaller environmental impact.

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what kind of frog species is this

what kind of frog species is this

Answers

Answer: i think its a bullfrog forgive me if im wrong i dont exactly know

Explanation:

Answer:

that is an African bullfrog

Determine la inercia rotacional de una varilla de 4 m de largo y 2 Kg de mesa si su eje de rotación esta situado a la mitad de la varilla.

Answers

Answer:

   I = 2.667 kg m²

Explanation:

The moment of inertia of a body can be calculated by the expression

         I = ∫ L² dm

For high symmetry bodies the expressions of the moment of inertia are tabulated, for a rod with its axis of rotation at its midpoint it is

         I = \(\frac{1}{12}\) m L²

let's calculate

         I = \(\frac{1}{12}\)  2  4²

         I = 2.667 kg m²

PLEASE HELP!!


What does the electromagnet in an electric motor do?

A. It transforms mechanical energy into electrical energy.
B. It transforms magnetic force into electrical energy.
C. It transforms electrical energy into mechanical energy.
D. It transforms electrical energy into magnetic force.

Answers

Answer:

C. It transforms electrical energy into mechanical energy

Answer: C

Explanation:

PLEASE HELP!!What does the electromagnet in an electric motor do?A. It transforms mechanical energy into

Planet Force (N) Mass (kg)
A 8.0 0.50
B 30 3.0
C 45 3.0
D 60 6.0
The gravitational force acting on various masses is measured on different planets. Measured values for the forces acting on the corresponding masses are shown in the data table. Analyze the data and develop a method for comparing the gravitational field strengths on the different planets. Use your method to compare the gravitational field strengths, and report your conclusions.

Answers

From the analysis, it can be concluded that planet A has the strongest gravitational field, followed by planet C, and planets B and D have the same gravitational field strength.

The gravitational force acting on various masses is measured on different planets. The table shows the measured values for the forces acting on the corresponding masses:Planet Force (N) Mass (kg)A 8.0 0.50B 30 3.0C 45 3.0D 60 6.0

Method for comparing the gravitational field strengths on the different planets:First, we can use the formula for calculating gravitational force: \(`F = G (m_1m_2 / r^2)`\)where G is the universal gravitational constant `\(6.67 * 10^{-11 }Nm^2/kg^2\), m1 and m2 are the masses of the two objects in kg, and r is the distance between the centers of the objects in meters.

We know that the force is proportional to mass (F = ma). So we can calculate the acceleration due to gravity (g) on each planet by dividing the force by the mass. Therefore, we can use the formula: `g = F / m`.

Comparing the gravitational field strengths on the different planets:We will calculate the acceleration due to gravity (g) on each planet.

For planet A: `

g = F / m

= 8.0 N / 0.50 kg

= 16 \(m/s^2\)`

For planet B: `g = F / m

= 30 N / 3.0 kg

= 10 \(m/s^2\)

For planet C: `g = F / m

= 45 N / 3.0 kg

= 15 \(m/s^2\)

For planet D: `g = F / m

= 60 N / 6.0 kg

= 10 \(m/s^2\)

`So we see that planet A has the strongest gravitational field, followed by planet C, then planet B and planet D have the same gravitational field strength.

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The trapping of heat in the lower atmosphere (the troposphere), referred to as the greenhouse effect, is a natural process that helps regulate the temperature of our planet, allowing for life on Earth to exist and flourish. Nitrogen and oxygen molecules make up 99% of Earth's atmosphere, with water and carbon dioxide accounting for less than 0.5%. This natural greenhouse effect is the result of heat absorption by H2O and CO2 molecules in the lower atmosphere, and re-radiation of this trapped heat back to Earth's surface. Without the natural greenhouse effect, Earth's temperature would be 0°F instead of its present 57°F. The question for some is whether human activities are causing an increase of the greenhouse effect, and thus global climate change. Scientific data collected in the past 50 years indicates that the concentration of greenhouse gases in the atmosphere has been increasing.

Answers

Im not sure what your question is? Are you asking if humans have contributed to global warming?

The vertical force f acts downward at A on the two membered frames. Determine the magnitude of the two components of F directed along axes of AB and AC. Set F=500N

Answers

Answer:

The magnitude will be "353.5 N". A further solution is given below.

Explanation:

The given values is:

F = 500 N

According to the question,

In ΔABC,

⇒ \(\angle BCA = (90-30)\)

⇒             \(=60^{\circ}\)

then,

⇒ \(\angle BAC=(180-45-60)\)

⇒             \(=75^{\circ}\)

Now,

The corresponding angle will be:

⇒ \(\angle FAC=60^{\circ}\)

⇒ \(\angle FAB=70+60\)

⇒             \(=135^{\circ}\)

Aspect of F across the AC arm will be:

= \(F\times cos(60)\)

On putting the values of F, we get

= \(500\times (.5)\)

= \(200 \ Newton\)

Component F along the AC (in magnitude) will be:

= \(F\times cos(135)\)

= \(500\times (-.707)\)

= \(-353.5 \ N \\)

When a rocket accelerates through space is there work done?

Answers

Yes, the work is done because there is a net force acting for there to be a net acceleration
Yes work is done because there is a net force

Along the frictionless path you have chosen in question 8, the main force(s) acting on the puck after receiving the kick is (are):
O a downward force of gravity.
a downward force of gravity, and a horizontal force in the direction of motion.
a downward force of gravity, an upward force exerted by the surface, and a horizontal force in the direction of motion.
a downward force of gravity and an upward force exerted by the surface.
none. (No forces act on the puck.)

Answers

The main force(s) acting on the puck after receiving the kick is a downward force of gravity, an upward force exerted by the surface, and a horizontal force in the direction of motion.

What is friction?

Friction can be defined as that resistance that one surface or object encounters when moving over another.

So therefore, the main force(s) acting on the puck after receiving the kick is a downward force of gravity, an upward force exerted by the surface, and a horizontal force in the direction of motion

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after we've found the correct mode what raw data is recorded? check all that apply. a. frequency b. velocity c. distance between nodes d. wave amplitude

Answers

The raw data recorded after finding the correct mode depends on the specific experimental setup and equipment used.

a. Frequency: This is the number of cycles of the wave that pass a fixed point per unit time.

d. Wave amplitude: This is the maximum displacement of the wave from its equilibrium position.

c. Distance between nodes: For standing waves, the distance between adjacent nodes is a measure of the wavelength of the wave.

b. Velocity: This can be calculated using the frequency and wavelength of the wave, using the equation v = fλ.A vector number called velocity is used to explain how quickly an object changes position in a given direction. It is referred to as the displacement of an item with respect to time, and it is typically stated in units of metres per second (m/s) or kilometres per hour (km/h).
Velocity is distinct from speed, which measures how quickly an item is travelling without taking into account its direction. Speed does not reveal the direction in which an object is moving, whereas velocity does.

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Classify each substance as either a conductor or insulator.

A sample of mercury:
✔ conductor

A piece of glass:
✔ insulator

A rubber hose:
✔ insulator

A negatively ionized lithium paste:
✔ conductor

Answers

The correct classification of each substance is as follows:

A sample of mercury: conductorA piece of glass: insulatorA rubber hose: insulatorA negatively ionized lithium paste: conductor

What are conductors and insulators?

A conductor is a substance that can transmit electricity, heat, light or sound while an insulator is a substance that does not transmit heat, sound or electricity.

Conductors are usually metals while insulators are usually non-metals. Examples of conductors include;

IronAluminumCopper

Examples of insulators include;

GlassPaperWoodSilk

Therefore, the correct classification of each substance is as follows:

A sample of mercury: conductorA piece of glass: insulatorA rubber hose: insulatorA negatively ionized lithium paste: conductor

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Answer:

Explanation:

E2020

Classify each substance as either a conductor or insulator.A sample of mercury: conductorA piece of glass:

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YOU GUYS!!!!! I NEED WITH THIS QUESTION PLS PLS!!!!!! YEAH HIS IS DUE IN 10 MINUTES PLS PLS!!!!!!

Answers

Answer: Truck 2, because it has a larger mass than truck 1 (and the same velocity)

Explanation:

We can write the kinetic energy of an object with mass M and velocity V as:

K = (M/2)*V^2

Let's calculate the kinetic energy for each truck:

Now, we can see that both trucks move at the same velocity, but truck 1 has a mass of 5000 pounds, while truck 2 has also a mass of 5000 pounds and an extra of 900 pounds.

Then the total mass of truck 2 is 5000 pounds + 900 pounds = 5900 pounds.

Then both trucks have the same velocity, and truck 2 has a larger mass than truck 1, this implies that truck 2 will have a larger kinetic energy than truck 1.

One particle has a charge of 2.15 x 10^ -9 while another particle has a charge of 3.22 x 10^ -9 If the two particles are separated by 0.015 m, what is the electromagnetic force between them? A. 4.31 x 10^ -7 N B. 2.77 x 10^ -4 N C. 4.15 x 10^ -6 N D. 6.22 x 10^ -4 N

Answers

Answer:

B. 2.77 x \(10^{-4}\) N

Explanation:

The required force can be calculated by:

F = \(\frac{Kq_{1}q_{2} }{d^{2} }\)

Where F is the force between the particles, K is the coulomb's constant (9 x \(10^{9}\) \(Nm^{2}/C^{2}\)), \(q_{1}\) is the charge on the first particle, \(q_{2}\) is the charge on the second particle and \(d^{2}\) is the distance between the particles.

So that:

F = \(\frac{9*10^{9}*2.15*10^{-9} *3.22*10^{-9} }{(0.015)^{2} }\)

  = \(\frac{6.2307*10^{-8} }{(2.25*10^{-4} }\)

  = 2.7692 x \(10^{-4}\)

 The force between the particles is 2.77 x \(10^{-4}\) N.

Answer:

b

Explanation:

a pex

While studying for the exam, your friend told you that blue light has more energy than red light. Your friend then concludes then that if an absorption line spectrum of a star has a lot of blue lines this should indicate that the star is very hot. What can you say about your friend’s statement? Elaborate on your reasoning analyzing your friend’s argument, based on what we know from this course.

Answers

While blue light indeed has higher energy than red light, it is not accurate to conclude that a star is very hot solely based on the presence of blue lines in its absorption line spectrum. The temperature of a star is determined by its overall spectrum and the distribution of light across different wavelengths. Analyzing the argument, it is important to consider that the presence of absorption lines in a star's spectrum is related to the elements present and their energy levels, rather than solely indicating the star's temperature.

The statement that blue light has more energy than red light is correct. In the electromagnetic spectrum, blue light corresponds to shorter wavelengths and higher frequencies, which results in higher energy photons compared to red light with longer wavelengths and lower frequencies.

However, the conclusion that a star is very hot based on the presence of blue lines in its absorption line spectrum is not valid. The absorption line spectrum of a star provides information about the elements present in its outer layers. The lines are produced when certain wavelengths of light are absorbed by specific elements in the star's atmosphere. The specific positions and characteristics of these absorption lines can be used to identify the elements and their energy levels.

While the presence of blue lines in the spectrum may indicate the presence of high-energy transitions in the star's atmosphere, it does not necessarily imply a high overall temperature. The temperature of a star is determined by its overall spectrum, which includes light across a wide range of wavelengths. The distribution of light across different wavelengths, as well as the overall shape and intensity of the spectrum, provide a more accurate indication of the star's temperature.

In conclusion, it is important to consider the overall spectrum and the distribution of light across different wavelengths when determining the temperature of a star. Simply observing blue lines in the absorption line spectrum is not sufficient to conclude that the star is very hot, as it is the collective information from the entire spectrum that provides insights into the star's temperature and composition.

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The SI unit of power is???​

Answers

Answer:

Watts or Wt's

Explanation:Power is the measure of how much energy or work is used per unit time. "Power" = "energy"/"time" The SI unit of power is joules per second (J/s) or Watts (W). In summary, "1 W = 1 J/s = 1 N·m/s = 1 kg·m"^2·"s"^"-3"

1. what are the three basic types of three-phase motors?

Answers

*AC Motors.
*DC Motors.
*Special Motors.

Hope this helps have an excellent day!

The three basic types of three-phase motors are :

1. Synchronous Motors

2. Induction Motors

3. Brushless DC Motors

Explanation:

Synchronous Motors: These motors rotate at a constant speed that is synchronized with the frequency of the power supply. They are used in applications where precise speed control is required, such as in electric clocks, timers, and other similar devices.

Induction Motors: These motors are the most common type of three-phase motor used in industrial and commercial applications. They work on the principle of electromagnetic induction and are robust, efficient, and relatively low-cost. Induction motors come in various types, including squirrel-cage, wound-rotor, and double-fed induction motors.

Brushless DC Motors: Also known as electronically commutated motors (ECMs), these motors have a permanent magnet rotor and a stator with multiple windings. They are highly efficient, have low maintenance requirements, and are used in a wide range of applications, including electric vehicles, industrial automation, and robotics.

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Why is physics used to study stars?
A. Stars are interesting.
O B. Stars are circular.
O C. Stars are useful.
O D. Stars are made of matter.

Answers

Answer:

stars are made of matter

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