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Mathematics for finance, 2 0 2 3 Suppose that today s stock price is 1 0 0 yen and the stock price will be 1

Mathematics for finance, 2023
Suppose that todays stock price is 100 yen and the stock price will be 130 yen or 80 yen one year later.
Consider the option to give the right to buy the stock for 100 yen one year later. Find the option price.

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