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  • Margrabe exchange options
  • Stulz options on the maximum and minimum
  • Reiner quantos
  • Options on two assets

Options on two assets#

Exchange options, options on the better or worse of two assets, and quantos paid in another currency.

Margrabe exchange options

Margrabe exchange options

Stulz options on the maximum and minimum

Stulz options on the maximum and minimum

Reiner quantos

Reiner quantos
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