Exotic options: a chooser option and its pricing
Financial instruments traded in the markets and investors’ situation in such markets are getting more and more complex. This leads to more complex derivative structures used for hedging that are harder to analyze and which risk is harder managed. Because of the complexity of these instruments, the...
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| Format: | Article |
| Language: | English |
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Vilnius Gediminas Technical University
2012-12-01
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| Series: | Business, Management and Education |
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| Online Access: | https://www.mla.vgtu.lt/index.php/BME/article/view/4673 |