A multi-asset option that is exercisable in a European style. European-style exercise implies that an option (a European option) can only be exercised on expiration date. In other words, the option’s payoff depends on the level at which the prices (of the respective underlying assets) trade on expiration date (and will be set against the strike prices as set in the contract).
Derivatives
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
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