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Suppose that S is a stock that pays a continuous dividend yield q. The sde for S in the risk-neutral world is ds = (r
Suppose that S is a stock that pays a continuous dividend yield q. The sde for S in the risk-neutral world is ds = (r - 4) dt+odW S Suppose that there is a forward contract on S expiring at time T. We denote the forward price by Ft (the T is understood). Prove that, for s
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