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Cumulative Parisian Option

A barrier option that knocks in or out after the underlying spends a preset amount of time above or below…

    Occupation Time Derivative

    A complex derivative whose value depends on the time the underlying spends relative to (beyond, before, etc) a barrier level....

      Occupation Time

      With respect to barrier options, it is a method to calculate the time spent outside the barrier, whereby all the...

        Delayed Barrier Option

        A barrier option that knocks in or out after the underlying spends a preset amount of time above or below...