The article explores how to price a new type of option called the quanto game option with Asian features. This option allows the contract to be canceled before it matures. The researchers used mathematical equations and analysis to understand how the option's price is determined. They found that the option price consists of a European option price and penalties for early cancellation by the writer or early exercise by the holder. The option can be seen as a type of European option with specific conditions for when it can be exercised.