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3. Verify that the European call option pricing formula satisfies the Black- Scholes PDE (including the boundary condition as t+T). (b) Could S-2r/o be the

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3. Verify that the European call option pricing formula satisfies the Black- Scholes PDE (including the boundary condition as t+T). (b) Could S-2r/o be the price of some traded asset? 3. Verify that the European call option pricing formula satisfies the Black- Scholes PDE (including the boundary condition as t+T). (b) Could S-2r/o be the price of some traded asset

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