[PDF][PDF] The Sensitivity Analysis of Rainbow Options Based on Monte Carlo Simulation Method
X Peng, Z Hu, Z Liu - pdfs.semanticscholar.org
A rainbow option is an option that allows the holder to decide whether it is a call or put
before the expiration date or to choose the best of two alternative options which we focuses …
before the expiration date or to choose the best of two alternative options which we focuses …