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Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options

The asset-or-nothing European option pays at t = T the value of the stock when at time T that value exceeds or is equal to the exercise price E, and nothing if the value of the stock is below E. So, ...
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Transform the American cash-or-nothing call into a linear complementarity problem for the diffusion equation

Transform the American cash-or-nothing call into a linear complementarity problem for the diffusion equation and show that the transformed payoff is g(x,τ) = be^[(1/2)((k+1)^2)τ+(1/2)(k−1)x]H(x),  ...
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Volatility calculation for intra-day cash-or-nothing call binary option

Firstly, I do not have a quant finance background. This is new to me, and I imagine that this is a basic question for this group. I am calculating the price of a binary/digital option with ...
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How is holding an European call option equivalent to holding an asset-or-nothing call option and writing a cash-or-nothing call option?

The cash-or-nothing call option has a payoff that is equal to the strike price. All three options have the same expiry date.