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10-09-2020 · A binary option (also known as all-or-nothing option) is a financial contract that entitles its holder to a fixed payoff when the event triggering the payoff occurs or zero payoff when no such event occurs. ...read more

 

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This is an updated version of my "Black-Scholes Model and Greeks for European Options" indicator, that i previously published. I decided to make this updated version open-source, so people can tweak and improve it. The Black-Scholes model is a mathematical model used for pricing options. From this model you can derive the theoretical fair value of an options contract. ...read more

 

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Bachelier Pricing Formula for Interest Rate Binary Options

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