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Show that the approximate formula 1 + sigma^2 S^2/2 gamma/theta almostequalto 0 derived in the notes is actually an exact formula connecting the Gamma and

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Show that the approximate formula 1 + sigma^2 S^2/2 gamma/theta almostequalto 0 derived in the notes is actually an exact formula connecting the Gamma and the Theta of a European call option on a non-dividend paying asset, when interest rate is zero

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