Multi-Factor Option – Fincyclopedia
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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…

Portfolio Option

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

Multi-Factor Option

An option whose value is determined by the performance of, and the correlation between, two or more financial prices. This...