Exotic Options Pricing and Hedging

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li
Additional contact information
Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

Chapter Chapter 16 in Financial Mathematics, Derivatives and Structured Products, 2019, pp 195-212 from Springer

Abstract: Abstract In this chapter, we will first introduce some Brownian motion related distributions that are useful for pricing exotic options.

Date: 2019
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-13-3696-6_16

Ordering information: This item can be ordered from
http://www.springer.com/9789811336966

DOI: 10.1007/978-981-13-3696-6_16

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().