ALTERNATIVE OPTIONS

Peter G. Zhang
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Peter G. Zhang: Capital Markets Research, Chase Manhattan Bank, USA

Chapter 26 in Exotic Options:A Guide to Second Generation Options, 1998, pp 529-538 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONALTERNATIVE OPTIONSA CLOSED-FORM SOLUTION FOR THE BEST-OF-TWO OPTIONSA CLOSED-FORM SOLUTION FOR THE WORST-OF-TWO OPTIONSSUMMARY AND CONCLUSIONSQUESTIONS AND EXERCISESAPPENDIX

Date: 1998
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