Rainbow trend options: valuation and applications

Journal

Review of Derivatives Research

Journal Volume

20

Journal Issue

2

Pages

91-133

Date Issued

2017

Author(s)

Wang, H.-C.

Ko, Y.-C.

DOI

10.1007/s11147-016-9125-z

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459568

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84990853401&doi=10.1007%2fs11147-016-9125-z&partnerID=40&md5=44f1e5e59e41618e864054b47aa260fc

Type

journal article