The valuation of forward-start rainbow options (Q2353850)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of forward-start rainbow options |
scientific article |
Statements
The valuation of forward-start rainbow options (English)
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9 July 2015
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discrete-sampling path-dependent option
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rainbow option
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forward-start option
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reset option
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lookback option
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