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Binary Options: Black-Scholes Valuation of Binary Options

Binary Options: Black-Scholes Valuation of Binary Options

Posted by on August 15, 2009 · 0 Comment

In the Black-Scholes model, we can find the price of the option by the formulas below. In these, stock price is denoted by S, strike price is denoted by K, time to maturity is denoted by T , dividend rate is denoted by q, risk-free interest rate is denoted by…

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