Calculate price or sensitivities for one-touch and no-touch binary options using Black-Scholes option pricing model
specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax. PriceSens
= touchsensbybls(___,Name,Value
)
[1] Haug, E. The Complete Guide to Option Pricing Formulas. McGraw-Hill Education, 2007.
[2] Wystup, U. FX Options and Structured Products. Wiley Finance, 2007.