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MG Soft Exotic Options Calculator 

Free Application to calculate value & greeks of vanilla & exotic options via Monte Carlo simulation incl
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MG Soft Exotic Options Calculator is an application designed to calculate the value and greeks of vanilla and exotic options, primarily through Monte Carlo simulation. It can calculate the fair value and greeks for Binary (Cash-or-nothing) Options using standard analytical formulae, as well as Asian, Barrier, and Lookback Options through Monte Carlo simulation.

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