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Pyramid Option

A type of maximum option in which the payoff is the maximum norm achieved by its underlying(s) over its life....

    Maximum Option

    An option to exercise on a bundle of vanilla options with the same expiration date but different strike prices, optionalities...

      Min-Max Option

      A type of multi-asset option in which the payoff is based on the better or worse performing of two underlying...

        Madonna Option

        A variation on maximum and minimum options (best-of and worst-off options) which pays the Euclidian distance between the current price and the strike price of its...