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Use risk-neutral valuation to find the value of a European-style option on a non-dividend paying asset with lognormal price dynamics if the payoff of the

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Use risk-neutral valuation to find the value of a European-style option on a non-dividend paying asset with lognormal price dynamics if the payoff of the option at maturity is equal to ((S(T))^3 - K)^+. Finally, find a formula for the delta of this option

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