pp.233, Introduction to the Mathematics of Finance - Arbitrage and Option Pricing, Steven Roman, Springer Pres

We now have the tools necessary to derive the Black-Scholes option pricing formula for a European option. As we have seen, the payoff for a European put (for example) with strike price K is X = (K - S_T)^+ = (K - S_0 e^H_T)^+ What does the '+' mean here