Exotic options: a guide to second genera
โ
Peter G. Zhang
๐
Library
๐
1998
๐
World Scientific
๐
English
โ 6 MB
This is a systematic classification and treatment of essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It aims to be an industry standard book on this subject. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all po