An Introduction to Exotic Option Pricing

作者：Peter Buchen · 年份：2012 · DOI：10.1201/b11589 · 被引用次数：32 · 研究领域：Stochastic processes and financial applications

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author incorporates much of his own unpublished work, including ideas