Published March 18, 2025 | Version v2
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Touch Option Valuation

Creators

Description

Touch FX options include One-Touch Up, One-Touch Down and Double One Touch with rebate paid at expiry, and No Touch Up, No Touch Down, and Double No Touch.

Notes

https://finpricing.com/lib/EqBarrier.html

Files

FxTouch.pdf

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Dates

Updated
2025-03-18