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Consider a derivative with a payout of ln S T (where T is the expiration time and S is the stock price). a) In the
Consider a derivative with a payout of ln ST (where T is the expiration time and S is the stock price).
a) In the Black Scholes world, price this derivative. Hint: Martingale Approach
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Analysis Of Financial Data
Authors: Gary Koop
1st Edition
0470013214, 978-0470013212
