Hi, I have one really short question
For S fixed and given, evaluate
lim(from t to T) of N(d1)
Where N(x) is the normal distribution function
d1=(ln(s/x)+(r+0.5sigma^2)(T-t))/(sigma*(T-t)^0.5)
sigma is the standard deviation (volatility of the portfolio)
s= stock price
x= strike price...
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