Before revision: We discuss the valuation problem for a broad spectrum of plain vanilla and path-dependent options in a general modeling framework, and specifically for L\'evy driven models. Among the derivatives which we consider are digitals, double digitals, asset-or-nothing options, self-quantos, lookback and one-touch options. Extensions to the multivariate case, i.e. basket options and options on the minimum or maximum of several assets are considered as well.
After revision: We discuss the valuation problem for a broad spectrum of plain vanilla and path-dependent options in a general framework; i.e. basket options and options on the minimum or maximum of several assets are considered as well.