Show by differentiation that the BlackScholesMerton call option price satisfies Eqs. (13.15) and (13.16). Hint: First show

Question:

Show by differentiation that the Black–Scholes–Merton call option price satisfies Eqs. (13.15) and (13.16). Hint: First show that Stn

(d) = Ke−r[T−t]

n(d − σ

√T − t).

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