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Two-Asset Cash-Or-Nothing Options Template

Component

Resolution - Exotic Options

Brief

Use this template to calculate the option value and Greeks for a two-asset cash-or-nothing option using Heynen and Kat's (1996) method.

Two-Asset Cash-Or-Nothing Options

Worksheet

Description

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Option Analysis

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

Functions Used

oX_TwoAssetCashOrNothing

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