Risk glossary

 

Bermudan option

A Bermudan option may be exercised on any of several specified exercise dates. The name reflects that the Bermudan option can be seen as something between an American-style option, which can be exercised at any point before expiration, and a European-style option, which can only be exercised on its expiration date – just as Bermuda itself is located between the US and Europe.

See also American-style option, European-style option.

Click here for articles on Bermudan options.

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