Prove that P S( ,t) ≥ 0 for all S, t and for all K > 0, r ≥ 0, σ > 0, and T ≥ t. Posted on March 1, 2017 by admin Prove that P S( ,t) ≥ 0 for all S, t and for all K > 0, r ≥ 0, σ > 0, and T ≥ t.