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Soft Path-Dependent Option

A path-dependent option in which the payoff depends only on one event or piece of information. A good example is...

Path-Dependent Option

An option whose terminal value depends wholly or partially on the price sequence (path) of the underlying over a specified...

FSG

It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...

Forward Shooting Grid

A variant of the lattice tree methods (binomial trees/ trinomial trees) that is used to price a wide stripe of...

Non-Path-Dependent Option

An option whose payoff depends solely on the events specified to take place upon expiration, rather than the path taken...

TAR Note

It stands for target redemption note; an index linked note that terminates whenever a maturity is reached or the total...

Target Redemption Note

An index linked note that terminates whenever a maturity is reached or the total amount paid on the structured coupon...

α-Quantile Option

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

Alpha-Quantile Option

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

Quantile Option

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...