Convince yourself that for x = log S the payoff function is equivalently formulated as C(K, T)

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Convince yourself that for x = log S the payoff function is equivalently formulated as

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 12, 2018 12:06 PM

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Convince yourself that for x = log S the payoff function is equivalently formulated as C(K, T)

Question:

C(K, T) = 0(x – log K)

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A First Course in Quantitative Finance

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