Question: Given the representation: can you determine the g (), if the MT (XT) is the payoff of a plain vanilla European call option at expiration?

Given the representation:

can you determine the g (·), if the MT (XT) is the payoff of a plain vanilla European call option at expiration? That is, if MT(XT) is given by:
MT (XT) = max [XT ˆ’ K, 0]
where 0

MT (X;) = M (Xo) + 8 (t, X;) dW;

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