Exotic Options

You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
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You-lan Zhu: University of North Carolina
Xiaonan Wu: Hong Kong Baptist University
I-Liang Chern: National Taiwan University
Zhi-zhong Sun: Southeast University

Chapter 4 in Derivative Securities and Difference Methods, 2013, pp 159-275 from Springer

Abstract: Abstract In order to meet a variety of demands, modern financial institutions issue many exotic options besides the vanilla options we have introduced in Chaps. 2 and 3. An exotic option is an option that is not a vanilla put or call. It usually is traded between companies and banks and not quoted on an exchange. In this case, we usually say that it is traded in the over-the-counter market.

Keywords: Option Price; Linear Complementarity Problem; Call Option; American Option; European Option (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/978-1-4614-7306-0_4

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