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Binary Options Template

Component

Resolution - Exotic Options

Brief

Use this template to calculate the option value and Greeks for a cash-or-nothing option (using Reiner and Rubinstein's [1991] method) or an asset-or-nothing option (using Cox and Rubinstein's [1985] method).

Binary Options

Worksheet

Description

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Option Analysis

This sheet contains the input parameters and the results of the valuation.

Functions Used

oX_Binary

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