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Assume the stock price {S(t)}to is a GBM with constant volatility o and dividend q 0 in an economy with constant interest rate r.

Assume the stock price {S(t)}to is a GBM with constant volatility o and dividend q 0 in an economy with constant interest rate r. Let t To

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a To derive the noarbitrage timet pricing function Vt S for this option we can use the BlackScholes ... blur-text-image

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