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Multi-Barrier Double Touch Option

A multi-barrier option that comes with a double touch feature. It is a barrier option that has two barriers (and...

Multiple Barrier Double Touch Option

A multi-barrier option that comes with a double touch feature. It is a barrier option that has two barriers (and...

Exotic Double Barrier Option

A double barrier option that has yet additional non-standard features (as compared with standard double barrier options), including step double...

Partial Window Double Barrier Option

A window double barrier option that features combinations of single barriers before and after the double barrier. More specifically, in...

Window Double Barrier Option

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

DKI

It stands for double knock-in (double knock-in option); a double barrier option which has two barriers with respect to the...

DKO

It stands for double knock-out (double knock-out option); a double barrier option which has two barriers with respect to the...

Double Knock-In Option

A double barrier option which has two barriers with respect to the strike price: an upper barrier and a lower...

Two-Asset Double Barrier Option

A double barrier option in which the underlying consists of two assets. The option’s double barrier (upper and lower barriers-...

Delayed Double Barrier Option

A double barrier option that is embedded with a delayed knockout mechanism. The option knocks out when the occupation time...