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PT Two-Asset Option

A two-asset option that has a predetermined time window (monitoring period) during which one of two underlying assets is observed…

    Two-Asset Option

    An exotic option whose payoff depends on two assets at the same time, rather than one as is usually the...

      Two-Asset Correlation Option

      An option that is linked to two underlying assets. Its payoff is similar to that of a vanilla option on...

        Cross Speed

        An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...