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This is a discussion on Non Linear Trading within the Forex forums, part of the Markets category; anyone use or has looked into this method of trading? ie the buy 1 every x points down with x ...
DEFINITION of 'Altiplano Option' A type of mountain range option that offers a specific coupon payout in addition to the features of a vanilla option. Altiplano options are a type of basket option, in that there is more than one underlying security. As such, the pricing is determined not only by the implied volatility of each security, but also by the correlations between them.