Options on the minimum or the maximum of two average prices (Q375485)

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scientific article; zbMATH DE number 6221289
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English
Options on the minimum or the maximum of two average prices
scientific article; zbMATH DE number 6221289

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    Options on the minimum or the maximum of two average prices (English)
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    30 October 2013
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    options
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    average-rate options
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    rainbow options
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    risk management
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    incentive contract
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