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Returns the Charm, i.e. sensitivity of delta to time, of a
European binary call option assuming that the (generalised) Black-Scholes (i.e.
Garman-Kohlhagen) pricing formula applies, i.e.:
See Black-Scholes option
pricing greeks for further details of notation and (other) option greeks.
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Interactively run function
Output type / Parameter details
Other Derivative pricing functions
Computation units used
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