Worst Case Pricing of Rainbow Options

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Pricing Rainbow Options

A previous paper (West 2005) tackled the issue of calculating accurate uni-, biand trivariate normal probabilities. This has important applications in the pricing of multi-asset options, e.g. rainbow options. In this paper, we derive the Black–Scholes prices of several styles of (multi-asset) rainbow options using change-of-numeraire machinery. Hedging issues and deviations from the Black-Schol...

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ژورنال

عنوان ژورنال: SSRN Electronic Journal

سال: 2001

ISSN: 1556-5068

DOI: 10.2139/ssrn.294426