Predictable Representation Property of a random variable involving Brownian motion

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Let $S_{t}=S_{0}+\sigma B_{t}$

(a) Find the predictable representation for $Y=g\left(S_{T}\right)$, where $g$ is a given function. It is assumed that $E|Y|<\infty$

(b) Specify this for $g(x)=(x-K)^{+}$

My attempt

I am not sure if I have the right idea but this is what I have so far:

Theorem

$B_t$ has predictable representation property. Moreover Y is $F_t$ measurable and we know it is $E |Y|<\infty$. Therefore:

$Y=E Y+\int_{0}^{T} H_{S} d B_{s}$

Not sure how do I proceed forward.