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Question: a continuous function f is said to be convex if...

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A continuous function f is said to be convex if f(x+y) ≤ 1(f(x)+f(y)) for every22

input variables x,y. Show that the price of a European call option C(0,T,K) is a convex function of the strike K.

5 A continuous function f is said to be convex if f(a) + f() for every input variables x,y. Show that the price of a European

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