Consider Prob(S, < K), equation (18.23), and E(S,|S, < K), equation (18.28). Verify that it is possible
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Consider Prob(S, < K), equation (18.23), and E(S,|S, < K), equation (18.28). Verify that it is possible to pick parameters such that changes in t can have ambiguous effects on Prob(S, < K) (experiment with very short and long times to maturity, and set a > 0.50). Is the effect of t on E(S,|S, < K) ambiguous?
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