A basket currency option that constitutes a put on a collection (basket) of currencies treated together as a portfolio. A...
A basket currency option that constitutes a call on a collection (basket) of currencies treated together as a portfolio. A...
An option that combines the features of both currency options and basket options. By definition, it is a put or...
It stands for Asian quanto basket option; a quanto basket option whose payoff is determined as that of an Asian...
It stands for Asian quanto basket option; a quanto basket option whose payoff is determined as that of an Asian...
A quanto basket option whose payoff is determined as that of an Asian option's payoff. An Asian quanto basket option...
A credit default basket option in which the holder receives a cash settlement payment once a credit event occurs, in...
The risk that arises in many types of exotic options (particularly, multi-asset options, basket options, etc.) A correlation risk is...
Multi-asset option; an exotic option whose payout (payoff) depends on the overall performance of more than one underlying asset, as opposed...
An option that has the features of both a credit default option and a basket option. It is an exchange-traded,...