Rainbow option

Results: 8



#Item
1Graphics file formats / Home computers / BSAVE / Computer / Computing / Graphics chips

RGO Programmer’s Reference Guide − Review Draft RAINBOW GRAPHICS OPTION PROGRAMMER’S REFERENCE GUIDE AA−AE36A−TV

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Source URL: www.df.lth.se

Language: English - Date: 2002-12-02 07:14:07
2Multivariate statistics / Actuarial science / Copula / Covariance and correlation / Correlation and dependence / Volatility / Wiener process / Rainbow option / Statistics / Statistical dependence / Mathematical finance

Implied correlation in the L´evy copula model1 The University of Hong Kong Dani¨el Linders, Wim Schoutens August 8, [removed]Linders,

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2014-08-12 04:04:08
3Financial system / Mountain range / Rainbow option / Strike price / Basket option / Options / Financial economics / Finance

MOUNTAIN RANGE OPTIONS Paolo Pirruccio Copyright © Arkus Financial Services[removed]Mountain Range options

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Source URL: www.arkus-fs.com

Language: English - Date: 2014-06-05 03:16:19
4Finance / Investment / Stochastic volatility / Volatility / Black–Scholes / Rainbow option / Foreign-exchange option / Valuation of options / Financial risk / Financial economics / Options / Mathematical finance

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 600 First version: December 1997 Revised version: September 1998

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Source URL: www.federalreserve.gov

Language: English - Date: 1999-05-01 19:07:32
5Mathematical finance / Financial risk / Economics / Rainbow option / Derivative / Hedge / Model risk / Volatility / Financial Correlations / Financial economics / Finance / Options

Basel II and the Risk Management of Basket Options with Time-Varying Correlations

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Source URL: www.ijcb.org

Language: English - Date: 2006-12-12 04:45:37
6Finance / Economics / Binomial options pricing model / Trinomial tree / Black–Scholes / Stochastic differential equation / Asian option / Rainbow option / Lookback option / Financial economics / Options / Mathematical finance

Author manuscript, published in "Encyclopedia of Quantitative Finance[removed]pages" DOI : [removed][removed]eqf12017

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2013-05-22 05:06:50
7Financial system / Risk-neutral measure / Option style / Put–call parity / Forward contract / Rainbow option / Futures contract / Call option / Put option / Options / Financial economics / Finance

PDF Document

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Source URL: www.math.nyu.edu

Language: English - Date: 2004-10-23 13:47:44
8Economics / Mathematical finance / Investment / Rainbow option / Exotic option / Binary option / Futures contract / Diversification / Bond / Financial economics / Options / Finance

PDF Document

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Source URL: www.ericbenhamou.net

Language: English - Date: 2005-07-31 06:26:32
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