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On the continuous time scale, if we use black scholes continuous delta hedge ratio (delta=N(d1) assuming no dividends), is the value of the replicating portfolio exactly equal to the black scholes value of the call at all time steps?
On the continuous time scale, if we use black scholes continuous delta hedge ratio (delta=N(d1) assuming no dividends), is the value of the replicating portfolio exactly equal to the black scholes value of the call at all time steps?