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Equity Basket Option Product and Valuation

descriptionPublicationkeyboard_double_arrow_right Presentation 14 Jul 2020 English Publisher:Zenodo
Authors: Xiao, Tim;

doi: 10.5281/zenodo.3945085 , 10.5281/zenodo.3945086 , 10.5281/zenodo.7803310 , 10.5281/zenodo.5748077

Equity Basket Option Product and Valuation

Abstract

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.

https://ia803403.us.archive.org/16/items/eq-basket-3/EqBasket-archive.pdf

Keywords

Basket option, European option, option derivatives, option pricing

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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