Question: A forward start option is a contract in which the holder receives at time T 0 at no extra cost , an ( European Call

A forward start option is a contract in which the holder receives at time T0 at no extra
cost, an (European Call type) option with expiry date T1> T0 and strike price equal to ST0
.
Assuming that the underlying price process St
follows a Black-Scholes model and the risk
free rate is r, find the price F St of such an option at any times t in [0, T1]

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