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• Digital Barrier Basket Note Valuation

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management, Public Humanities, Scholarly Communication

  Subject(s):

  Derivative securities, Derivative securities--Valuation, Options (Finance)

  Item Type:

  Report

  Tag(s):

  barrier option, basket option, basket barrier option, option valuation

  Search term matches:

  Tag

  ... basket option ...

  
  

• Valuation of Shrinking Basket Option Based on the Worst Return.

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management, Public Humanities, Scholarly Communication

  Subject(s):

  Derivative securities, Stock exchanges, Options (Finance)

  Item Type:

  Presentation

  Tag(s):

  option, basket option, derivative valuation

  Search term matches:

  Title

  ... Valuation of Shrinking Basket Option Based on the Worst Return. ...

  Tag

  ... basket option ...

  Full Text

  ... Valuation of Shrinking Basket Option Based on the Worst Return. 1. Introduction ...

  
  

• Basket Option Valuation

  Author(s):

  Tim Xiao (see profile)

  Date:

  2021

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  basket option, basket option pricing, option pricing

  Search term matches:

  Title

  ... Basket Option Valuation ...

  Tag

  ... basket option ...

  Full Text

  ... Equity Basket Option Pricing Guide FinPricing Equity Basket Summary ▪ Equity Basket Option ...

  
  

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