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Multi-Asset Cliquet

A cliquet option whose payoff is based on the performance of a set of assets, and implicitly on the correlation...

Multi-Asset Exotic Option

An option which has more than one asset as underlying. The payoff of the option depends on the performance of...

Min-Max Option

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

Multi-Asset Option

An exotic option whose payout (payoff) depends on the overall performance of more than one underlying asset, as opposed to a standard vanilla...