Derive the limiting marginal effects of the five variables
Derive the limiting marginal effects of the five variables K, Pt, T - t, σ, and r on a European put option contingent on a stock.
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derive the limiting marginal effects of the five variables k pt t - t sigma and r on a european put option contingent
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a stock price is currently 60 per share and follows the geometric brownian motion dpt micropt dt sigma pt dtassume
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