IJPAM: Volume 88, No. 1 (2013)
TO HANDLE THE UNCERTAINTY OF THE MARKETS
Department of Economic and Statistics Sciences
University of Salerno
Fisciano (Salerno), ITALY
Abstract. The objective of the paper is to provide a short survey of the theory of the options that in recent years have assumed an mportance and a key role in the financial ambit: it is enough, in fact, to browse the pages of newspapers and of financial weekly magazine to realize what is the interest in these products. The remainder of the paper is devoted to the study of exotic options or better to comprehensive presentation of some types of exotic options. The paper cannot be an exhaustive account, a complete essay of option theory but it is meant only to convey the major thrust of the work on options.
Received: June 8, 2013
AMS Subject Classification: 91G20, 91G60, 91B25
Key Words and Phrases: call, strike price, in the money, underlying, holder, writer
DOI: 10.12732/ijpam.v88i1.3 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395