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Assume that the market contains one single risky asset with price process governed by the Black-Scholes model such that dSt = uStdt + oStdBt with

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Assume that the market contains one single risky asset with price process governed by the Black-Scholes model such that dSt = uStdt + oStdBt with the interest rate r is constant. There is a forward contract on the risky asset with maturity T' > 0. What is the price of a European call on the forward with maturity T 0. What is the price of a European call on the forward with maturity T

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