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Specialty Option

An option which gives its holder the right to exercise on the best or worst return earned on two or…

Maximum Option

An option to exercise on a bundle of vanilla options with the same expiration date but different strike prices, optionalities...

Minimum Option

An option to exercise on a bundle of vanilla options with the same expiration date but different strike prices, optionalities...

Choice Min-Max Option

A compound option which enables the holder to lock into a range of an asset price or interest rate (or...

Min-Max Option

A type of multi-asset option in which the payoff is based on the better or worse performing of two underlying...