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rweinsh
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Joined: May 12th, 2011, 3:53 pm

ratio spread

March 6th, 2012, 11:14 am

How can I create ratio A/B spread option if I have option A and option B separate price?
 
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rweinsh
Topic Author
Posts: 0
Joined: May 12th, 2011, 3:53 pm

ratio spread

March 8th, 2012, 6:46 am

Ok !How can I do it if I have a correlation?