Patches item #2998186, was opened at 2010-05-07 16:23
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Rejected
Priority: 5
Private: No
Submitted By: Hachemi Benyahia (hachemidxp)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Cash-or-nothing option
Initial Comment:
Digital cash-or-nothing option with an analytic and a integral engine.
see:E.G. Haug p. 174 and 175
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>Comment By: Luigi Ballabio (lballabio)
Date: 2010-10-06 12:30
Message:
Cash-or-nothing options are already available by passing a
CashOrNothingPayoff to EuropeanOption.
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