Equity Basket Option Product and Valuation

Tim Xiao
2020 Zenodo  
A Basket Option is an option whose payoff depends on the value of a portfolio or basket of assets. The assets in an equity basket option could be equity indices or individual equities. A basket option can be used to hedge the risk exposure to or speculate the market move on the underlying stock basket.
doi:10.5281/zenodo.3945085 fatcat:4c3vr5tknvg6vpjklce5kofu2a