Is the asset-or-nothing call option in this example valued incorrectly in the Black-Scholes framework?8yr ⋅ user2521987-5641 ⋅ se/quant
Is there an error in this problem on pricing an asset using the true probability of an up move?8yr ⋅ user2521987-5641 ⋅ se/quant
Understanding the relationship between the Black-Scholes formula and a replicating portfolio8yr ⋅ user2521987-5641 ⋅ se/quant
Calculating the annual return on an option using a replicating porfolio8yr ⋅ user2521987-5641 ⋅ se/quant
