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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…

Conditional Option

A standard option in which the payoff is derived under a specific condition imposed by the model on its underlying…

Two-Asset Option

An exotic option whose payoff depends on two assets at the same time, rather than one as is usually the...

Best-of-Two-Asset Option

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

Better-Of Option

An option to exercise on a bundle of long forwards. The forwards have a maturity date identical to the option’s...

Better-of-Two Option

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

Maximum Option

An option to exercise on a bundle of vanilla options with the same expiration date but different strike prices, optionalities...

Worst-Of Option

An option (a special case of rainbow options) where the holder is long put on the worst performing stock (asset)...

Dual Option

An option (not to be confused with exchange-traded options which has a different meaning) which gives the holder the right...

Either-Or Option

An option which gives its holder the right, without the obligation, to exercise on the best or worst return earned...