Abstract
For some exotic instruments, we can use the forward measure pricing described in the previous chapter. We will now describe methods of how we can calculate prices for such kinds of derivatives.
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Röman, J.R.M. (2017). Exotic Instruments. In: Analytical Finance: Volume II. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-52584-6_18
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DOI: https://doi.org/10.1007/978-3-319-52584-6_18
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Publisher Name: Palgrave Macmillan, Cham
Print ISBN: 978-3-319-52583-9
Online ISBN: 978-3-319-52584-6
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