5. Verify that S(t)e (Tt)N(d1) satisfies the Black-Scholes equation. ...
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5. Verify that S(t)e
−δ(T−t)N(d1) satisfies the Black-Scholes equation.
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Related Book For
Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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