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

An exotic currency option (currency option) that allows investors to hedge their exposures in different currencies and speculators to profit...

A derivative whose payoff depends on the performance of a set of assets, and implicitly on the correlation among the...

A multi-asset option that is exercisable in a European style. European-style exercise implies that an option (a European option) can...

Multi-asset option; an exotic option whose payout (payoff) depends on the overall performance of more than one underlying asset, as opposed...

A multi-factor or multi-asset option whereby the holder (buyer or long), in case of a call, is entitled to receive...

A rainbow option (also known as an either-or option or an alternative option) whose payoff is based on the performance...

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...

The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...