The value of an option at expiration date, i.e., the value which is received by a holder from exercising an…
An option on the minimum or maximum of two risky assets where the quantity is adjusted by a multiple of…
A standard option in which the payoff is derived under a specific condition imposed by the model on its underlying…
A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or…
A type of barrier options (a floored put) which is associated with a strike price and a floor barrier below…
A deferred payment option which permits the holder to freeze or lock-in the underlying price at which it will be…
A discrete barrier option which places a barrier cap on its underlying movements. A discrete barrier cap is similar to…
A barrier chooser lookback option that is associated with digitality, i.e., a feature giving a fixed payoff if the underlying…
An average rate option which gives the holder the right, but not the obligation, to buy the underlying asset, with…
An average rate option which gives the holder the right, but not the obligation, to sell the underlying asset, with…
