Exercise 15.2.1 (1) Verify that the BlackScholes formula for European calls in Theorem 9.3.4 indeed satisfies BlackScholes

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Exercise 15.2.1 (1) Verify that the Black–Scholes formula for European calls in Theorem 9.3.4 indeed satisfies Black–Scholes differential equation (15.2). (2) Verify that the value of a forward contract on a non-dividend-paying stock satisfies Black–

Scholes differential equation (15.2).

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