Browsing Student Projects by Subject "Call Option"
Now showing items 1-1 of 1
-
Applications of rainbow options to manage price risk in industries
(Indian Institute of Management, Ahmedabad, 2007)Rainbow options are exotics that have multiple assets as the underlying . They are usually calls or puts on the best or worst of 'n' underlying assets. or options which pay the best or worst of 'n' assets. Such options ...