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Margrabe Option

A futures contract which entails the exchange of one asset for another (such as cross currency options). Essentially, this option...

Contingent Exchange Option

An exchange option whereby one asset is exchanged for another when the former underperforms in relation to the latter by...

Best-of-Two-Asset Option

A rainbow option (also known as an either-or option or an alternative option) whose payoff is based on the performance...

Dual Option

An option (not to be confused with exchange-traded options which has a different meaning) which gives the holder the right...