Abstract
The valuation and hedging of the ever increasing number of exotic options, is a topic that interests many practitioners seeking to answer their customers’ need to hedge risk (in particular in the foreign exchange markets). This last chapter is devoted to the mathematical problems related to these products.
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© 2007 Springer-Verlag Berlin Heidelberg
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(2007). Exotic Options. In: Financial Markets in Continuous Time. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71150-6_9
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DOI: https://doi.org/10.1007/978-3-540-71150-6_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71149-0
Online ISBN: 978-3-540-71150-6
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