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European pricing. Given a standard Black-Scholes model. Fix the time of maturity T and consider the following European type of options whose payoff is K

European pricing. Given a standard Black-Scholes model. Fix the time of maturity T and consider the following European type of options whose payoff is K if S(T) ≤ A; the payoff is K + A - S(T) if A S(T) K + A, and the payoff is 0 if S(T) K + A. Determine the arbitrage-free price of this contract

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