Find the value of the power European call option This is an option with exercise price E, expiry at time T, when it has a payoff (S) max(S 2 E, 0) Note that if the underlying asset price is assumed to be lognormally distributed then the square of the price is also lognormally distributed ...

The value of the power European call option is equal to the ...

Find the value of the power European call option. This is an option with exercise price E,

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Find the value of the power European call option. This is an option with exercise price E, expiry at time T, when it has a payoff:

Λ(S) = max(S² − E, 0).

Note that if the underlying asset price is assumed to be lognormally distributed then the square of the price is also lognormally distributed.

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Find the value of the power European call option. This is an option with exercise price E,

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