Rainbow trend options : valuation and applications
Jr-Yan Wang, Hsiao-Chuan Wang, Yi-Chen Ko, Mao-Wei Hung
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Wang, Jr-Yan ; Wang, Hsiao-Chuan ; Ko, Yi-Chen ; Hung, Mao-Wei |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 20.2017, 2, p. 91-133
|
| Subject: | Rainbow option | Trend option | Timing risk | Asset selection | Martingale pricing method | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Martingal | Martingale | CAPM | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-016-9125-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011935970