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2006-07-18 22:42:44 · 1 answers · asked by Kein Guru 1 in Science & Mathematics Mathematics

1 answers

I think you are referring to a rainbow option that is a single option linked to two or more assets and in order for this option to payoff all of the assets move in the direction of anticipated performance.

To compute the delta I would recommend Rainbow Options Calculator at http://www.montegodata.co.uk/Consult/Rainbow/rainbow.htm .

2006-07-19 03:37:02 · answer #1 · answered by Edward 7 · 0 0

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