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A stock obeys the Black-Scholes model with S(0)=15,=0.05,r=0.07,= 0.04, and =0.3. Calculate the following expectation value: E[(S(1)S(2)S(3))1/3] A stock obeys thc Black-Scholes model with S(O)
A stock obeys thc Black-Scholes model with S(O) 15, o 0.05, r 0.07, b 0.01, nod o 0.3. Calculate following expectation value:
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Investment Science
Authors: David G. Luenberger
2nd Edition
0199740089, 978-0199740086
