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Himalaya Option Analytics

Name: Himalaya Option Analytics
Creator: Alex Yang
Keywords: 8. Economic growth, Himalaya Option, Himalaya option valuation

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 02 Apr 2022 English Publisher:Zenodo

Authors: Alex Yang;

doi: 10.5281/zenodo.4660328 , 10.5281/zenodo.6480393

Himalaya Option Analytics

- Summary
- Subjects
- Related research
  (1)
- Metrics

Abstract

Himalaya option is a contract that pays the sum of the best performers of a basket of assets over a particular time horizon. There is a set of observation dates are defined. The number of observation dates are equal to the number of underlying assets. The unique feature of Himalaya option is the withdrawal of the best/worst performer asset from the basket at each pre-defined observation date, until only one stock remains.

https://ia803400.us.archive.org/13/items/eq-himalaya-25/EqHimalaya-archive.pdf

Keywords

Himalaya Option, Himalaya option valuation

1 Research products, page 1 of 1

Valuation of Himalaya Option
2021HasVersion

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