Option Pricing Formula
The article presents a pricing formula for a ComEx option, which allows the exchange of two options, and compares its price evolution to the Margrabe option, which permits the exchange of two underlying assets.
Featured in No. 69 on 9 Oct 2024 · 6 days after release
- Released
- 3 Oct 2024
- First featured
- No. 69 · 9 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 4
- Identifier
- SSRN 4975834
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