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, 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/