Given the following parameters, price a gap call option: S = 100, K = 100, T =
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Given the following parameters, price a gap call option: S = 100, K = 100, T = 1, σ = 0.3,r = 0.10, and M = 90. Dividends are δ = 0.02. Remember, K is the strike price of both calls, and M is the payoff for the cash-or-nothing call if it finishes in the money.
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