Find the explicit solution for the value of a European option with payoff (S) and expiry at

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Find the explicit solution for the value of a European option with payoff Λ(S) and expiry at time T, where

S A(S) = S if S> E 0 if S< E.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:54 AM

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Find the explicit solution for the value of a European option with payoff (S) and expiry at

Question:

S A(S) = S if S> E 0 if S< E.

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Introduces Quantitative Finance

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