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Assume the log-normal model. Compute the delta of the digitalcall option. (As usual, ? is volatility,r the risk-free rate, T the expiration, S0 the underlying

Assume the log-normal model. Compute the delta of the digitalcall option. (As usual, ? is volatility,r the risk-free rate, T the expiration, S0 the underlying spotprice, and K the strike.) 2 answers

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