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Path-Dependent Option with Weak Memory

A path-dependent option whose payoff, at the time of exercise or expiration, does not depend much on the price events...

3rd Order Greeks

A third-order greek is a third-order derivative of the option value with respect to some variable. Equivalently, it is the...

Partial Fill Plus Option

A type of commodity derivative that constitutes a swap agreement entailing the exchange of an off-market high fixed rate for...

Path-Dependent Derivative

A derivative instrument whose final payoff is determined based on the path taken by its underlying asset over its life,...

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...

Weakly Path-Dependent Option

A path-dependent option whose payoff, at the time of exercise or expiration, does not depend much on the price events...

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...

Light Path-Dependent Option

A path-dependent option which takes into account infrequent movements in the underlying asset over the life of the option. For...

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...