Equation: Dual Strike option

Dual Strike option

created by:

Thijs van den Berg (http://www.sitmo.com)

The dual strike options has a payoff which is the maximum of two options on two different underlying assets.

	Dual Strike option, maximum of a call and a put.
	First asset.
	Second asset.
	Strike of the option on the first asset.
	Strike of the option of the second asset.

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