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Pricing a Call Option on a Zero Using a Replicating Portfolio - CFA, FRM, and Actuarial Exams Study Notes
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replication - Understanding the relationship between the Black-Scholes formula and a replicating portfolio - Quantitative Finance Stack Exchange
![Black-Scholes Derivation — Portfolio Replication Argument | by Andrea Chello | The Quant Journey | Medium Black-Scholes Derivation — Portfolio Replication Argument | by Andrea Chello | The Quant Journey | Medium](https://miro.medium.com/v2/resize:fit:688/1*XUCGE-FTeDYnLyaLnAetkw.png)
Black-Scholes Derivation — Portfolio Replication Argument | by Andrea Chello | The Quant Journey | Medium
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