Question: Problem 5. Assuming the underlying GBM model, find the risk-neutral probability of an European call finishing in the money when using a continuous interest rate

Problem 5. Assuming the underlying GBM model, find the risk-neutral probability of an European call finishing in the money when using a continuous interest rate discounting, that is P, (St > K)

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Assuming the underlying GBM model, find the risk-neutral probability of an European call finishing in the money when using a continuous interest rate discounting, that is P * (S T > K).

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