NAME

    Math::Business::BlackScholesMerton

DESCRIPTION

    Please refer to documentions in
    Math::Business::BlackScholesMerton::Binaries and
    Math::Business::BlackScholesMerton::NonBinaries for more details.

DEPENDENCIES

        * Math::CDF
        * Machine::Epsilon

SOURCE CODE

        https://github.com/binary-com/perl-math-business-blackscholesmerton

REFERENCES

    [1] P.G Zhang [1997], "Exotic Options", World Scientific Another good
    refernce is Mark rubinstein, Eric Reiner [1991], "Binary Options", RISK
    4, pp 75-83

    [2] Anlong Li [1999], "The pricing of double barrier options and their
    variations". Advances in Futures and Options, 10, 1999. (paper).

    [3] Uwe Wystup. FX Options and Strutured Products. Wiley Finance,
    England, 2006. pp 93-96 (Quantos)

    [4] Antoon Pelsser, "Pricing Double Barrier Options: An Analytical
    Approach", Jan 15 1997. http://repub.eur.nl/pub/7807/1997-0152.pdf

    [5] Espen Gaarder Haug, PhD The Complete Guide to Option Pricing
    Formulas p141-p144

AUTHOR

    binary.com, <rohan at binary.com>

BUGS

    Please report any bugs or feature requests to
    bug-math-business-blackscholesmerton at rt.cpan.org, or through the web
    interface at
    http://rt.cpan.org/NoAuth/ReportBug.html?Queue=Math-Business-BlackScholesMerton.
    I will be notified, and then you'll automatically be notified of
    progress on your bug as I make changes.

SUPPORT

    You can find documentation for this module with the perldoc command.

        perldoc Math::Business::BlackScholesMerton

    You can also look for information at:

      * RT: CPAN's request tracker (report bugs here)

      http://rt.cpan.org/NoAuth/Bugs.html?Dist=Math-Business-BlackScholesMerton

      * AnnoCPAN: Annotated CPAN documentation

      http://annocpan.org/dist/Math-Business-BlackScholesMerton

      * CPAN Ratings

      http://cpanratings.perl.org/d/Math-Business-BlackScholesMerton

      * Search CPAN

      http://search.cpan.org/dist/Math-Business-BlackScholesMerton/

