search query: @indexterm Derivative securities / total: 88
reference: 27 / 88
Author: | Laurence, P. Wang, T. |
Title: | What's a basket worth? |
Journal: | Risk
2004 : FEB, VOL. 17:2, p. 73-77 |
Index terms: | derivative securities financial markets hedging pricing stock options valuation |
Language: | eng |
Abstract: | This article discusses the valuation of basket options. The authors present no-arbitrage, model-independent upper and lower bounds and hedging strategies for such basket options. |
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