Soluciones Holísticas para InterNet
EQUITY AND FX DERIVATIVES
Look Back
Extreme Spread Options
Bermin (1996)
TypeFlag (1,2,3,4) Extreme Spread Options
Asset Price Extreme Spread Call (1) 0.0
Minimum Observed Extreme Spread Put (2) 0.0
Maximum Observed Extreme Spread Call (3) 0.0
FirstPeriod Reverse Extreme Spread Put (4) 0.0
Time
Risk Free
DivYield
Volatility