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Question V: Show that the probability that a European call option will be exercised in a risk-neutral world is, with the notation introduced in this
Question V: Show that the probability that a European call option will be exercised in a risk-neutral world is, with the notation introduced in this chapter, N(d2). What is an expression for the value of a derivative that pays off S100 if the price of a stock at time T is greater than K
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