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Quadratic and Geometric baskets etc

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Odiseas
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Posts: 0
Joined: October 25th, 2001, 3:37 pm

Quadratic and Geometric baskets etc

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June 29th, 2008, 12:56 pm

hello all.Can someone explain the motivation of Quadratic and Geometric baskets (in FX)as opposed to Arithmetic?In general what are Quadratic in fx options? Are there any special pricing issues involved?Thank you all in advance.A
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