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In the third equation in the solution of Ex 6.21 it should read F_T(T) instead of F_TT. The same goes for the beginning of the fourth equation. The volatility at the very end is also wrong and should be \alpha*\sigma instead of \alpha*\sigma*\sqrt{T}.

- serapio
**Posts:**7**Joined:**Mon Dec 19, 2016 10:08 am

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