Take T E (0, oo) and consider a Black-Scholes market for a stock (S)eo.] (Geometric Brownian motion with drift r and volatility ). Consider the all or nothing option with the payoff at time T defined bjy g(x) if xK, 0 where P > 0 and K > 0 are given constants Assume that we work in the Black-Scholes framework and compute the price (0:g(ST)) of the contract g(ST), i.e. compute an expression for the right hand side of Take T E (0, oo) and consider a Black-Scholes market for a stock (S)eo.] (Geometric Brownian motion with drift r and volatility ). Consider the all or nothing option with the payoff at time T defined bjy g(x) if xK, 0 where P > 0 and K > 0 are given constants Assume that we work in the Black-Scholes framework and compute the price (0:g(ST)) of the contract g(ST), i.e. compute an expression for the right hand side of