Oracleyoda
New Member
I have tried valuing the "Asset or Nothing" and "Cash or Nothing" binary options mentioned in my previous post using Monte Carlo simulation.
Parameters repeated below;
Option type = Put
Strike = 50
S = 50
CC Dividend Yield = 0.75
Parameters repeated below;
Option type = Put
Strike = 50
S = 50
CC Dividend Yield = 0.75