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Digital Barrier Chooser Lookback Option

A barrier chooser lookback option that is associated with digitality, i.e., a feature giving a fixed payoff if the underlying…

Best Strike Option

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

PT Floating-Strike Lookback Option

A floating-strike lookback option in which the lookback period starts at inception (contracting date/ trading date or the date the…

PT Fixed-Strike Lookback Option

A fixed strike lookback option in which the lookback period (partial time- PT) starts at a preset date after the…

Lookback Strike Put

A lookback strike option which gives the holder the right to retroactively cash in the contract at the largest difference…

Partial Lookback Period

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

Best Price Option

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

Lookback Swap

An interest rate swap in which the holder pays the highest floating rate setting during the reset window and receives...

Lookback Period

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

Lookback Price Option

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