Rainbow trend options: valuation and applications (Q1621622)
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scientific article; zbMATH DE number 6975830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rainbow trend options: valuation and applications |
scientific article; zbMATH DE number 6975830 |
Statements
Rainbow trend options: valuation and applications (English)
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9 November 2018
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rainbow option
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trend option
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timing risk
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asset selection
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martingale pricing method
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