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A stock price is log-normally distributed, i.e., In Sp ~ (In So + (- - -)T,ovt). Consider a derivative on the stock with the time

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A stock price is log-normally distributed, i.e., In Sp ~ (In So + (- - -)T,ovt). Consider a derivative on the stock with the time to expiration T and the following payoff: 0 if ST

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