Chapter 34. OTHER EXOTIC OPTIONS

Peter G. Zhang
Additional contact information
Peter G. Zhang: Vice-President, Capital Markets Research, Chase Manhattan Bank, USA

Chapter 35 in Exotic Options:A Guide to Second Generation Options, 1997, pp 627-635 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONMID-ATLANTIC/BERMUDA/MODIFIED AMERICAN OPTIONSINSTALLMENT OPTIONSEXPLODING OPTIONSLADDER OPTIONSSHOUT/DEFERRED-STRIKE OPTIONSLOCK-IN OPTIONSRESET OPTIONSCONVEX OPTIONS“ROLL UP PUTS” AND “ROLL DOWN CALLS”SUMMARYQUESTIONS

Date: 1997
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814532921_0035 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814532921_0035 (text/html)
Ebook Access is available upon purchase.

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:wsi:wschap:9789814532921_0035

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().