Soluciones Holísticas para InterNet
EQUITY AND FX DERIVATIVES
DIGITAL / BINARY
Two Asset Cash or Nothing
Reiner and Rubinstein (1991)
Two Asset Cash or Nothing
Asset Price 1 Cash-or-nothing call 0.0
Asset Price 2 Cash-or-nothing call 0.0
Strike Price 1 Cash-or-nothing up-down "updown" 0.0
Strike Price 2 Cash-or-nothing down-up "downup" 0.0
Volatility of Asset 1
Volatility of Asset 2
Yield Asset 1
Yield Asset 2
Percent of Year
RiskFree Rate
Correlation of Asset Prices
Cash