A stock follows geometric brownian motion with drift mu


A stock follows geometric Brownian motion with drift μ and volatility-σ, and there is a riskless bond with growth rate r. Give an expression for the drift of a call option in terms of S, C, r, a, it and the partial derivatives of C in

*the stock measure,
*the risk-neutral measure.

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Basic Statistics: A stock follows geometric brownian motion with drift mu
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