Rainbow option
id:
rainbow-option-202-10366527
title:
Rainbow option
text:
Rainbow option is a derivative exposed to two or more sources of uncertainty, as opposed to a simple option that is exposed to one source of uncertainty, such as the price of underlying asset. The name of rainbow comes from Rubinstein (1991), who emphasises that this option was based on a combination of various assets like a rainbow is a combination of various colors. More generally, rainbow options are multiasset options, also referred to as correlation options, or basket options. Rainbow can t
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Rainbow_option
date created:
date modified:
2022-06-12T15:36:41Z
main entity:
{"identifier":"Q7284743","url":"https://www.wikidata.org/entity/Q7284743"}
image:
fields total:
13
integrity:
13