---
title: Option Pricing Formula
url: https://www.ml-quant.com/papers/ssrn/4975834/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4975834
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975834
featured: 2024-10-09
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975834
- Identifier: SSRN 4975834
- Released: 2024-10-03
- First featured: Quant Letter No. 69 (2024-10-09): https://www.ml-quant.com/issues/2024-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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