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Problem 2. An asset-or-nothing call option pays amount St if ST > K and zero otherwise. Assuming the GMB model and the continuous compounding, find
Problem 2. An asset-or-nothing call option pays amount St if ST > K and zero otherwise. Assuming the GMB model and the continuous compounding, find the value of the option at t=0 (it's actual price). Problem 2. An asset-or-nothing call option pays amount St if ST > K and zero otherwise. Assuming the GMB model and the continuous compounding, find the value of the option at t=0 (it's actual price)
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