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In this paper the Buchen's pricing formulae of (higher order) asset and bondbinary options are incorporated into the pricing formula of power binaryoptions and a pricing formula of "the normal distribution standard options"with the maturity payoff related to a power function and the density functionof normal distribution is derived. And as their applications, pricing formulaeof savings plans that provide a choice of indexing and discrete geometricaverage Asian options are derived and the fact that the price of discretegeometric average Asian option converges to the price of continuous geometricaverage Asian option when the largest distance between neighboring monitoringtimes goes to zero is proved.

Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications