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Edokko Option

A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of…

American Parisian Option

A Parisian option which gives the holder the right to exercise during the whole life span of the option, including...

Parisian Down-and-In Option

A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying price reaches a…

Parisian Min In Option 

A Parisian option in which the holder’s possibility and right to exercise is enlivened if there is either an excursion…

Parisian Min Out Option

A Parisian option in which the holder’s possibility and right to exercise dies out if there is either an excursion…

Parisian Max In Option

A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying asset price has…

Excursion Time

With respect to barrier options, it is a method to calculate the time spent outside the barrier, whereby all the...

European Parisian Option

A Parisian option which gives the holder the right to exercise only at the option’s maturity date. In other words,...

Parisian Option

A barrier option in which the barrier activation/ deactivation (knock in or knock out) is conditional on the underlying price...

Tokyo Option

A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of...