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

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(9) Within the standard Black-Scholes framework (i.e., ds = uSdt + SdW, with risk-free rate r) obtain the time t price of a contingent claim whose time T payoff function is (S(T)) = (S(T) - K)2, where 0

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