2021 (source code)
= 2021
{scope}
{title2=B8.3}
{title2=A13374W1}
Source: https://www.whatdotheyknow.com/request/oxford_physics_past_papers_2/response/2340696/attach/9/Physics%20Papers%202020.pdf?cookie_passthrough=1#page=66[original released examination PDF, bundle pages 66–69; paper pages 1–4]. The bundle filename says 2020, but the printed paper is dated 2 June 2021.
Solutions to all three questions. Write $\tau=T-t$, $\Phi$ for the <standard normal distribution function>, and $\phi$ for the <standard normal density>. Formulas with $\tau$ in a denominator are for $t<T$; terminal values are specified separately. Barrier formulas refer to a contract whose barrier has not previously been hit, unless stated otherwise.
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