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James Bond Range Option

An exotic barrier option (specifically a double no-touch option) which has an upper barrier and a lower barrier that both...

Transatlantic Barrier Option

An exotic barrier option which has one American-style barrier and one European-style barrier. Conventionally, the American-style barrier is out-of-the-money, while...

Exotic Barrier Option

A barrier option whose barrier has non-standard (exotic) features. Examples of exotic barrier options include: digital barrier options, step barrier...