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(10) Within the standard Black-Scholes framework (i.e., ds = usdt + SdW, with risk-free rate r) obtain the time price of a contingent claim whose

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(10) Within the standard Black-Scholes framework (i.e., ds = usdt + SdW, with risk-free rate r) obtain the time price of a contingent claim whose time T payoff function is 4 (S(T)) = max(In(S(T)) - K,0}, where 0

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