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Strongly Path-Dependent Option

A path-dependent option in which the final outcome (payoff) depends on the price events over the entire course of the...

    Path-Dependent Option with Strong Memory

    A path-dependent option whose payoff depends solely on the route taken during a specified period of time. Examples of this...

      Dense Path-Dependent Option

      A hard path-dependent option which takes into account every movement in the underlying asset over the life of the option....

        Hard Path-Dependent Option

        A path-dependent option whose payoff depends solely on the route taken during a specified period of time. Examples of this...