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4.5 Black-Scholes-Merton Equation part (1)

4.5 Black-Scholes-Merton Equation part (1). ???????. We derive the Black-Scholes-Merton partial differential equation for the price of an option on an asset modeled as a geometric Brownian motion. Determine the initial capital required to perfectly hedge a short position in the option.

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4.5 Black-Scholes-Merton Equation part (1)