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Match digital options with their risk-neutral values. 1. e- (T-) N (d_(s0/K,7 ) Cash-or-nothing put with payoff l{s(T) K) 2. e- (T-) N (-d-(50/K,1 -
Match digital options with their risk-neutral values. 1. e- (T-) N (d_(s0/K,7 ) Cash-or-nothing put with payoff l{s(T)K) 2. e- (T-) N (-d-(50/K,1 - 1)) 3. S V Cash-or-nothing call with payoff Des()>K} Asset-or-nothing put with (t)N (d+(50/K, T - )) 4. S(INC -d+(5(0/K,7 )) payoff S(7){(1)K) 2. e- (T-) N (-d-(50/K,1 - 1)) 3. S V Cash-or-nothing call with payoff Des()>K} Asset-or-nothing put with (t)N (d+(50/K, T - )) 4. S(INC -d+(5(0/K,7 )) payoff S(7){(1)
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