Expected Profit from an Option
Assume 
to be the price of a financial asset at time 
and assume it follows a WienerProcess. The value of a simple option is the amount it exceeds 12 at time 
. Find the expected value of the option.
Assume to be the price of a financial asset at time and assume it follows a WienerProcess. The value of a simple option is the amount it exceeds 12 at time . Find the expected value of the option.
