Abstract: A method, system, and computer program product for mitigating exposure risk when issuing tender options by way of a price grid that includes adjustments to the premium paid by a client to a financial institution based on actual numbers of contracts won by the client. The method includes grouping financial risks; determining a risk hedging parameter corresponding to the financial risks; defining an average risk reference scenario; determining a probability of occurrence for commercial hazards that correspond to the financial risks; establishing a reference pricing grid expressing a risk hedging price as a function of the actual outcomes of the commercial hazards; and adjusting the risk hedging price in the pricing grid based on an actual occurrence of at least one of the commercial hazards.