Is it true that assuming the Black-Scholes model with the standard assumptions, the function f(t,St) =t+S2t cannot be the price of any derivative.

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Is it true that assuming the Black-Scholes model
with the standard assumptions, the function
f(t,St) =t+S2t cannot be the price of any
derivative.
Transcribed Image Text:Is it true that assuming the Black-Scholes model with the standard assumptions, the function f(t,St) =t+S2t cannot be the price of any derivative.
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