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Partial Barrier Option

A type of barrier option for which the barrier strike is only active for a specific period (partial time) during...

Discrete Window Barrier Option

A window barrier option whose barrier level can be set and allowed to change deterministically, while the monitoring/ observation points...

Window Double Barrier Option

A window barrier option that is subject to double barriers. In this option, the monitoring period (the window) starts after...

Late Starting Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Rear Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Early Ending Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Front Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Multi-Window Barrier Option

A window barrier option for which the barrier strike is active for more than one period during the option’s life....

Window Barrier Option

A type of barrier option for which the barrier strike is only active for a specific period during the option’s...