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Finance and Derivatives› Option Payoffs, Parity and Replication› 25.3 Static Replication
Problem 25.6 ★★★Easy Coming soon

Binary Strangle from Binary Calls

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Try 25.5 Replicating an Absolute-Value Payoff
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Section 25.3

Static Replication Toolkit
  1. 25.5Replicating an Absolute-Value Payoff
  2. 25.6Binary Strangle from Binary Calls
  3. 25.7Vanilla Put from Binary Puts
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