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solutions asap Consider an Asian call option written on an asset S that has the risk-neutral process given by, dS, St. =rdt + odzi with

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Consider an Asian call option written on an asset S that has the risk-neutral process given by, dS, St. =rdt + odzi with o being constant. If the maturity payoff of the Asian call option adopts the geometric average price at three different times T1, T2, and T (where Ti

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