One Touch - Price - Black Scholes - Close Form

Version 1.0.0.0 (1.35 KB) by Wei Zhang
To calculate one touch price by B/S
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Updated 2 Dec 2013

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The Black-Scholes formula for the prices of one touch options is given in FX Options and Structured Products.

Cite As

Wei Zhang (2024). One Touch - Price - Black Scholes - Close Form (https://www.mathworks.com/matlabcentral/fileexchange/44559-one-touch-price-black-scholes-close-form), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
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Version Published Release Notes
1.0.0.0