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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…

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...

Best-Of-Two Option

An exotic option (specifically a type of an either-or option or an alternative option) whose payoff is based on the...

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...

Alternative Option

An option which gives its holder the right to exercise on the best or worst return earned on two or...

Either-Or Option

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

Worse-Of Option

An option to exercise on a bundle of long forwards (forwards owned or purchased). The forwards have a maturity date...

Worst-of-Two Option

An exotic option (specifically a type of an either-or option or an alternative option) whose payoff is based on the...