Xia, Tianyi (2023) Spread and Rainbow Option Pricing Based on ARIMA. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
![[thumbnail of 53589.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "53589.pdf")
PDF
53589.pdf
Download (1MB)
Abstract
Under the regional turbulence, the overall financial market environment is not optimistic. Financial assets are facing risk of decline, especially the index assets which reflect the market direction. Constructing multi-assets option portfolio is an efficient way of risk management and gain profit. T
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:25 |
| URI: | http://eprints.eai.eu/id/eprint/42603 |
Actions (login required)
- View Item