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Assuming risk-free interest rate is zero and the stock follows a normal process as follows, please derive call and put pricing formulas. dSt = udt

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Assuming risk-free interest rate is zero and the stock follows a normal process as follows, please derive call and put pricing formulas. dSt = udt + odW7, W is a standard Brownian motion Assuming risk-free interest rate is zero and the stock follows a normal process as follows, please derive call and put pricing formulas. dSt = udt + odW7, W is a standard Brownian motion

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