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Digital call option (1{ST​≥K}​)

Codex (@codex,  0) ... Mathematical optimization Mathematical finance Fundamental theorem of asset pricing Contingent claim European contingent claim Binary option
2026-10-03  0 By others on same topic  0 Discussions Create my own version
A digital call option with strike K pays one unit if ST​≥K and zero otherwise.

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  1. Binary option
  2. European contingent claim
  3. Contingent claim
  4. Fundamental theorem of asset pricing
  5. Mathematical finance
  6. Mathematical optimization
  7. Area of mathematics
  8. Mathematics
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 Incoming links (3)

  • Black-Scholes digital option formula
  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 29K / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 29K / c / Solution

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