Binary Option Pricing Model

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 (2026). Binary Option Pricing Model (https://uk.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
Categories
Find more on Price and Analyze Financial Instruments in Help Center and MATLAB Answers
Version Published Release Notes
1.0.0.0