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Lookback Strike Option

A call or put option whereby the holder has the retroactive right to purchase (if a call) or sell (if...

Fixed Strike Lookback Option

A lookback option whose payoff depends on the lookback price of the underlying asset during the life of the option....

Fixed Strike Lookback Call Option

A lookback option whose payoff depends on the lookback price of the underlying asset during the life of the option....

European Lookback Option

An option (lookback option) that is only exercisable by its holder at expiration date (expiry date). It allows the holder...

Lookback Put

A lookback option that gives its holder the right, without the obligation, to sell at the highest price the underlying...

Lookback Call

A lookback option that gives its holder the right, without the obligation, to buy at the lowest price the underlying...

Partial Lookback Period

With respect to option contracts and other types of derivatives, it is the partial period of time during which the...

Lookback Floor

An interest rate floor that is based on the minimum of a reference rate during a previous period of time....

Fixed Strike Lookback Put Option

A lookback option whose payoff depends on the lookback price of the underlying asset during the life of the option....

Range Option

An option in which the holder has the right to receive a payoff reflected in a range, or the difference...