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yesYes.
ifIf you use the BS Model for computing deltas and the same model for evolving the stock price then you should replicate the pay-off of any contract.
yes
if you use the BS Model for computing deltas and the same model for evolving the stock price then you should replicate the pay-off of any contract.
Yes.
If you use the BS Model for computing deltas and the same model for evolving the stock price then you should replicate the pay-off of any contract.
