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Exotic Options - Single Asset
Variable Purchase Options
Moneyness Options
Executive Stock Options
Power Contracts
Standard Power Option
Capped Power Option
Powered Option
Special Case Powered to the Second
Forward Start Options
Log(S) Contract
Reset Strike Options - Type 1
Log Option
Fade-in Option
Simple Chooser Options
Complex Chooser Options
Writer-Extendible Options
Floating-Strike Lookback Options
Fixed-Strike Lookback Options
Partial-Time Floating-Strike Lookback Options
Partial-Time Fixed-Strike Lookback Options
Extreme-Spread Options
Mirror Options
Standard Barrier Options
Double-Barrier Options
Look-Barrier Options
Partial-Time Single-Asset Barrier Options
Soft-Barrier Options
Gap Options
Cash-or-Nothing Options
Asset-or-Nothing Options
Supershare Options
Binary Barrier Options
Double-Barrier Binary Options
Double-Barrier Binary Asymmetrical
Geometric Average-Rate Options
Arithmetic Average-Rate Options: The Turnbull and Wakeman Approximation
Arithmetic Average-Rate Options: Levy's Approximation
Discrete Arithmetic Average-Rate Options: Discrete Asian Approximation
Discrete Arithmetic Average-Rate Options: Curran's Approximation
Time-Switch Options
Reset Strike Options - Type 2
Options on Options
Ratchet Options
Options That Can Be Extended by the Holder
Standard American Barrier Options
Discrete-Barrier Options
First-Then-Barrier Options
Use of Put-Call Symmetry for Barrier Options
Double-Barrier Option Using Barrier Symmetry
Dual Double-Barrier Options
Equivalence of Floating-Strike and Fixed-Strike Asian Options
Asian Options with Volatility Term-Structure
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