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American Options And ‘Exotics’

In: Pricing Derivative Securities

Author

Listed:
  • T. W. Epps

    (University of Virginia, USA)

Abstract

The following sections are included:American OptionsCalls on Stocks Paying Lump-Sum DividendsOptions on Assets Paying Continuous DividendsIndefinitely-Lived American OptionsCompound and Extendable OptionsOptions on OptionsOptions with Extra LivesOther Path-Independent ClaimsDigital OptionsThreshold Options‘As-You-Like-It’ or ‘Chooser’ OptionsForward-Start OptionsOptions on the Max or MinQuantosPath-Dependent OptionsExtrema of Brownian PathsLookback OptionsBarrier OptionsLadder OptionsAsian Options

Suggested Citation

  • T. W. Epps, 2000. "American Options And ‘Exotics’," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 7, pages 299-375, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812792914_0007
    as

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