[size=12.000000pt]Suppose that [size=12.000000pt]{[size=12.000000pt]S[size=12.000000pt]([size=12.000000pt]t[size=12.000000pt])[size=12.000000pt],t [size=12.000000pt]≥ [size=12.000000pt]0[size=12.000000pt]} [size=12.000000pt]is a geometric Brownian motion processwith drift parameter [size=12.000000pt]μ [size=12.000000pt]= 0[size=12.000000pt].[size=12.000000pt]1 and volatility parameter [size=12.000000pt]σ [size=12.000000pt]= 0[size=12.000000pt].[size=12.000000pt]2. Find
                                        [size=12.000000pt]a) [size=12.000000pt]P[size=12.000000pt]([size=12.000000pt]S[size=12.000000pt](1) [size=12.000000pt]> S[size=12.000000pt](0))
b) [size=12.000000pt]P [size=12.000000pt]([size=12.000000pt]S[size=12.000000pt](2) [size=12.000000pt]> S[size=12.000000pt](1) [size=12.000000pt]> S[size=12.000000pt](0))
[size=12.000000pt]c) [size=12.000000pt]P [size=12.000000pt]([size=12.000000pt]S[size=12.000000pt](3) [size=12.000000pt]< S[size=12.000000pt](1) [size=12.000000pt]> S[size=12.000000pt](0))
[size=12.000000pt]

请问有人会这题吗？