5.3. Verify the option valuation formulation (5.10). Hint: Use the result of Exercise 4.6. ...

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5.3. Verify the option valuation formulation (5.10).

Hint: Use the result of Exercise 4.6.

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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