volatility of stock price = continuous dividend rate =q a>0,K>0 If your stock price S becomes below K at maturity T, the option A pays you aST. Otherwise, this option pays you zero. I have to prove that the curret value (v0) of this option A is v0=aS0eqT(d) where d=T(lnKS0+(rq+2/2)) and is the cumulative distribution function of standard normal distribution. I learned Black-Scholes formula but I can't even figure out how to start. Any suggestions please