function u_inf = u_m_inf_CON_put(x,tau,k)
% U_M_INF_CON_PUT - the transformed boundary condition at x=-\infty for a cash-or-nothing put 
% 
% Written by:
% -- 
% John L. Weatherwax                2008-06-11
% 
% email: wax@alum.mit.edu
% 
% Please send comments and especially bug reports to the
% above email address.
% 
%-----

global b; 

% a first naive attempt: 
%u_inf = b * exp( 0.25*(k+1)^2 * tau ) * exp( 0.5*(k-1)*x ); 

% based on put-call parody for cash-or-nothing options: 
u_inf = b * exp( 0.25*(k+1)^2 * tau ) * exp( 0.5*(k-1)*x ) * exp( -k * tau );