Browsing by Author "Kochhar, shikha"
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Analysis of pricing methods for basket options
Kochhar, shikha; Johari, Abhishek (Indian Institute of Management, Ahmedabad, 2008)A Basket option is an option whose payoff depends on the value of a portfolio of assets. The composition of the portfolio including the weights of each asset is defined at the time of writing the contract. Basket ...