worst of two option
Definition
Payoff (difference between the purchase price and the exercise price) equal to the minimum of the payoffs of two options, such as the payoff of a call option on one asset or the payoff of a put option on another asset. See also best of two option.
worst of two option is in the Commodities & Precious Metals Trading, Currency Trading, Investing and Securities & Futures Trading subjects.
worst of two option appears in the definition of the following term: best of two option
This content can be found on the following page:
http://www.businessdictionary.com/definition/worst-of-two-option.html
email to a friend
print this definition
cite this definition
link to this page