Suppose Xtis the price of a risky asset under the Black-Scholes model so that it satisfiesthe equationdXt = rXt dt + σXt dwˆt,under the risk-neutral measure Pˆ, where X0 > […]
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Suppose Xtis the price of a risky asset under the Black-Scholes model so that it satisfiesthe equationdXt = rXt dt + σXt dwˆt,under the risk-neutral measure Pˆ, where X0 > […]