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Himalaya Option
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- Himalaya Option, maintain range options
- Permanent URL:
- http://dx.doi.org/10.17613/0cfr-ce72
- Abstract:
- Himalaya option is a popular version of maintain range options that basically pays the sum of the best performers of a basket of assets over a particular time horizon. Maintain range options are exotic options that have multiple underlying assets, path-dependency, and best (worst) of payoff structure. They include Everest options, Atlas options, Altiplano options, and Himalaya options.
- Notes:
- https://alanwhite1203.github.io/EqHimalaya-25.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
- Share this:
Open access, open source, open to all
eqhimalaya-25.pdf