Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? (Q315045): Difference between revisions
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Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? |
scientific article |
Statements
Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? (English)
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19 September 2016
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stochastic correlation
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stochastic volatility
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multifactor
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worst-of options
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outperformance options
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equally weighted basket options
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