Derive the density process dQ$ /dP of the equivalent martingale measure for which the stock price process is the numeraire and show that the price of a call option can be written as Ct = SQ? (St > K) exp(-r(T t)) KQ+(S > K) Derive the density process dQ$ /dP of the equivalent martingale measure for which the stock price process is the numeraire and show that the price of a call option can be written as Ct = SQ? (St > K) exp(-r(T t)) KQ+(S > K)