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Freek de Kruijf wrote (21-01-13 00:39)

De Engelse tekst is:

probability that an asset will at maturity end up between two barrier levels,
assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters
(strike, put/call) are specified, the probability of S_T in [strike, upper
barrier] for a call and S_T in [lower barrier, strike] for a put will be

Het gaat, vanwege put en call, kennelijk om een beurstransactie.

Er zijn enkele functies toegevoegd in Calc, (onder andere) door Winfried Donkers :-)

 - Cor

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