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Lookback Price Option

A lookback option which gives the holder the right to retroactively cash in the contract at the highest value it...

Lookback Option

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

Exercise Period

In general, it is the span of time during which a derivative (e.g., an option) can be exercised. For example,...

Window Period

A period of time over the lifespan of a derivative contract that is part of several periods over which the...

α-Quantile Option

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

Alpha-Quantile Option

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

Quantile Option

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

Russian Option

A variant on American option, and a perpetual lookback option without a predetermined expiration date (and hence the other name: perpetual American lookback option)....

Lookback Currency Option

A currency option which is enhanced by a lookback feature (lookback option), granting the holder the right to trade a specific amount...