Binary Option Pricing Model

Version 1.0.0.0 (1.39 KB) by Moeti Ncube
Price Binary Options
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Updated 17 Jun 2011

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This code can be used to price binary options. A binary options have a payoff of 0 or 1. I wrote this code to price the fair value of the Intrade.com contract: (DOW to close HIGHER than prev close).

Cite As

Moeti Ncube (2024). Binary Option Pricing Model (https://www.mathworks.com/matlabcentral/fileexchange/31845-binary-option-pricing-model), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Find more on Price and Analyze Financial Instruments in Help Center and MATLAB Answers

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Version Published Release Notes
1.0.0.0