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Mean-Dependent Option

A path-dependent option that uses average prices over the whole period of the option's life or part of it, rather...

Himalaya Option

An exotic equity option which is based, unlike vanilla options (which have only one underlying asset), on a number of underlying securities (basket). That makes...

Annapurna Option

A type of mountain range options (on the market since 1990s) that offers the option holder a payoff provided that none of the underlying...

Atlas Option

A mountain range option in which some of the best and worst performing stocks are trimmed from the basket of underlying...

Altiplano Option

A vanilla option which entitles its holder to receive a large coupon payment if the underlying asset/ security never reaches its strike...