/ 
Math-Business-BlackScholesMerton-1.25
River stage one • 2 direct dependents • 2 total dependents
/ Math::Business::BlackScholesMerton

NAME

Math::Business::BlackScholesMerton

DESCRIPTION

Please refer to documentions in Math::Business::BlackScholesMerton::Binaries and Math::Business::BlackScholesMerton::NonBinaries for more details.

DEPENDENCIES

* Math::CDF
* Machine::Epsilon

SOURCE CODE

https://github.com/binary-com/perl-math-business-blackscholesmerton

REFERENCES

[1] P.G Zhang [1997], "Exotic Options", World Scientific Another good refernce is Mark rubinstein, Eric Reiner [1991], "Binary Options", RISK 4, pp 75-83

[2] Anlong Li [1999], "The pricing of double barrier options and their variations". Advances in Futures and Options, 10, 1999. (paper).

[3] Uwe Wystup. FX Options and Strutured Products. Wiley Finance, England, 2006. pp 93-96 (Quantos)

[4] Antoon Pelsser, "Pricing Double Barrier Options: An Analytical Approach", Jan 15 1997. http://repub.eur.nl/pub/7807/1997-0152.pdf

[5] Espen Gaarder Haug, PhD The Complete Guide to Option Pricing Formulas p141-p144

AUTHOR

binary.com, <rohan at binary.com>

BUGS

Please report any bugs or feature requests to bug-math-business-blackscholesmerton at rt.cpan.org, or through the web interface at http://rt.cpan.org/NoAuth/ReportBug.html?Queue=Math-Business-BlackScholesMerton. I will be notified, and then you'll automatically be notified of progress on your bug as I make changes.

SUPPORT

You can find documentation for this module with the perldoc command.

perldoc Math::Business::BlackScholesMerton

You can also look for information at: