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Statistics of Financial Markets pp 159–172Cite as

Exotic Options

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Abstract

There is a multitude of complex, so-called exotic options, which are mainly used in OTC (over the counter) trading to meet the special needs of corporate customers.

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Authors and Affiliations

  1. FB Mathematik, TU Kaiserslautern, Erwin-Schrödinger-Str. Gebäude 48, 67663, Kaiserslautern, Germany

    Prof. Dr. Jürgen Franke

  2. Ladislaus von Bortkiewicz Chair of Statistics C.A.S.E. Centre for Applied Statistics and Economics School of Business and Economics, Humboldt-Universität zu Berlin, Unter den Linden 6, 10099, Berlin, Germany

    Prof. Dr. Wolfgang Karl Härdle

  3. Graduate Institute of Statistics, National Central University, Jhongli, Taiwan

    Prof. Dr. Wolfgang Karl Härdle

  4. Inst. Statistique, Université Catholique de Louvain, Voie du Roman Pays 20, 1348, Leuven-la-Neuve, Belgium

    Prof. Dr. Christian Matthias Hafner

Authors
  1. Prof. Dr. Jürgen Franke
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  2. Prof. Dr. Wolfgang Karl Härdle
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  3. Prof. Dr. Christian Matthias Hafner
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Corresponding author

Correspondence to Jürgen Franke .

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© 2011 Springer-Verlag Berlin Heidelberg

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Franke, J., Härdle, W.K., Hafner, C.M. (2011). Exotic Options. In: Statistics of Financial Markets. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16521-4_9

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