A three-pronged currency option combination that involves the simultaneous selling of an at-the-money put and buying of both an out-of-the-money...
A strike reset option (and a European put option) which allows the holder to shout (and hence it is a...
A reset option whose strike price is reset to the prevailing price of its underlying on a predetermined reset date...
A compound option which enables the holder to lock into a range of an asset price or interest rate (or...
A reset option (put option) whose strike price is reset to the prevailing price of its underlying on a predetermined...
A barrier option in which the barrier is resettable during the life of the option. More specifically, it enables the...
A time-dependent option contract that consists of a series of consecutively-activated forward start options, each of which is struck at...
The strike of an option contract that can be changed during the life of the option. For example, a commodity...
An option whose strike price is not fixed at the start. In general, this option constitutes a basket of component...
A payoff (of some derivative instrument) whose amount is a concave function of the value of the underlying instrument. The...