Published September 6, 2022
| Version v1
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FX Digital Option Pricing Model
Authors/Creators
Description
FX digital option pays off nothing if the option is out of the money and pays a fixed amount, Q (in Base Currency – usually USD), if it ends up in the money at the maturity of the option.
Notes
https://finpricing.com/lib/FxAccumulator.html
Files
FxDigital.pdf
Files
(145.5 kB)
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