Question: Continuous Time Financial Mathematics We work in the Black-Scholes model A1. Let 0(ST) be a simple contingent claim. Consider a contract associated with D specified

Continuous Time Financial Mathematics

Continuous Time Financial Mathematics We work in the Black-Scholes model A1. Let

0(ST) be a simple contingent claim. Consider a contract associated with D

We work in the Black-Scholes model A1. Let 0(ST) be a simple contingent claim. Consider a contract associated with D specified as follows: if St > L for all t L for all t

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