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Double digital option : ウィキペディア英語版 | Double digital option
A double digital option is a particular variety of option (a financial derivative). At maturity, the payoff is 1 if the spot price of the underlying asset is between two numbers, the lower and upper strikes of the option; otherwise, it is 0. A double digital option is similar to the exotic option with a few exceptions. for instance a double digital option has two strike prices that is the expected price during the trade season. The option has two types of strikes namely the lower and the upper strikes. A double digital with lower strike ''K1'' and upper strike ''K2'' can be replicated by going long a digital option with strike ''K1'' and short another digital option with strike ''K2''. ==References==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Double digital option」の詳細全文を読む
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