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The new class of options has a vertical (icicled) barrier along with the horizontal one of the ordinary barrier options, which may act as an additional knock-in or knock-out trigger.
Another option (or class of options) that is available is to claim that attributes come in pairs: an object-like attribute coupled with a thought-like attribute (Curley entertains this option as well; Curley, 1969, 146).
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Double witching occurs when two classes of options and futures expire at the same time.
Witching Day A day on which two or more related classes of options and futures expire.
Friday is a double witching day, when two classes of options will expire simultaneously.
Stocks closed higher on Friday, a "double witching day" when two classes of options and futures expired simultaneously.
On double witching days, two related classes of options and futures expire at the same time, laying the ground for some volatility in the market.
Much of the Dows rise was attributed to the "double witching" factor, in which two related classes of options and futures expire at the same time, laying the ground for some volatility in the market.
Inspired by the recent popularity of autocallable structured products, this paper intends to enhance equity-indexed annuities (EIAs) by introducing a new class of barrier options, termed icicled barrier options.
Since 1967, barrier options have been traded in the OTC market and nowadays are the most popular class of exotic options.
If correct, the proteostasis collapse model for osteoarthritis could one day lead to a novel class of therapeutic options for the disease.
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