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Basket options
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Correlation Risk
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Devisenoptionsgeschäft
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Foreign Exchange Optios
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FX
basket
options
Hakala, Jürgen
;
Wystup, Uwe
-
2008
We explain the valuation and correlation hedging of Foreign Exchange
Basket
Options
in a multi-dimensional Black …
Persistent link: https://www.econbiz.de/10010301699
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Hedging
Basket
Options
by Using a Subset of Underlying Assets
Su, Xia
-
2006
This paper proposes two-step static hedging strategies for European
basket
options
by using only plain-vanilla options …
Persistent link: https://www.econbiz.de/10010263171
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