Published March 26, 2022
| Version v3
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Best of Option Analytics
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Description
A best of option is an option whose payment is based on the gain of the best performance asset in a basket at maturity. A worst of option is an option whose payment is based on the gain of the worst performance asset in a basket at maturity. This category also contains worst of option, option on the maximum, option on minimum, and rainbow.
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https://ia903403.us.archive.org/15/items/eq-perform-17/EqPerform-archive.pdf
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Zenodo-EqPerform.pdf
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