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While their models can in principle be used to priceanyFX exotic,.Average Options - A. does cover the more common exotic options. It involves combining an equity option and incorporating a predetermined fx rate.
FX Options pricing (Exotic) – European Single Barrier options ...The scope of the FX SEG includes the messages supporting transactions and.
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A comprehensive list of the main types of options used in options trading, with further information on each option type.
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