Published July 14, 2020
| Version v2
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Equity Basket Option Product and Valuation
Description
A Basket Option is an option whose payoff depends on the value of a portfolio or basket of assets. The assets in an equity basket option could be equity indices or individual equities. A basket option can be used to hedge the risk exposure to or speculate the market move on the underlying stock basket.
Notes
https://ia803403.us.archive.org/16/items/eq-basket-3/EqBasket-archive.pdf
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Zenodo-EqBasket.pdf
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