14. For the stock price process dS = Sdt Sdz where dz is the Weiner process, is the expected rate of return on the stock and is the volatility of the stock price; suppose f is the price of a derivative that is contingent on S; the Black-Scholes-Merton differential equation governs all the derivatives that can be defined with S.

a) Show the Black-Scholes-Merton differential equation for f

b) What is the boundary condition of this equation for a European put option when t =T.

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