Abstract
An option gives its purchaser the right to buy (call) or sell (put) a specified underlying at a fixed price (strike) at (European) or up to (American) a fixed date (maturity).
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Copyright information
© 2009 Hans-Peter Deutsch
About this chapter
Cite this chapter
Deutsch, HP. (2009). Exotic Options. In: Derivatives and Internal Models. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230234758_18
Download citation
DOI: https://doi.org/10.1057/9780230234758_18
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-30766-1
Online ISBN: 978-0-230-23475-8
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)