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Minimum Option

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

Min-Max Option

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

Madonna Option

A variation on maximum and minimum options (best-of and worst-off options) which pays the Euclidian distance between the current price and the strike price of its...