Chapter 32. CHOOSER OPTIONS

Peter G. Zhang

Chapter 33 in Exotic Options:A Guide to Second Generation Options, 1997, pp 605-614 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONCHOOSER OPTIONSPRICING SIMPLE CHOOSER OPTIONSPRICING COMPLEX CHOOSER OPTIONSSUMMARY AND CONCLUSIONSQUESTIONS AND EXERISES

Date: 1997
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