Questions tagged [cash-or-nothing]
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Cash-or-Nothing Call Option
I am trying to price a cash or nothing call option and I know know that the Cash or Nothing formula for a call option is $C(t,s)=Xe^{-r(T-t)}*N(d)$
If I have payoff X=100 r=0.03 T=2 $\sigma=0.3$
I ...
