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Cumulative Parisian Option

A barrier option that knocks in or out after the underlying spends a preset amount of time above or below…

Stair Step Option

An combined position which involves options and/ or the underlying instrument such that the profit/loss profile of the position along...

Step-Down Option

A step option which is equipped with a downward strike price reset mechanism effective within a limited period at a...

Delayed Barrier Option

A barrier option that knocks in or out after the underlying spends a preset amount of time above or below...

Step-Up Option

A step option which is equipped with an upward strike price reset mechanism effective within a limited period at a...

Step Option

A path-dependent option which is parameterized by a finite knock-in (knock-out) rate. The payoff at expiration is equal to that...