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dc.contributor.authorLi, Pengshi
dc.date.accessioned2019-12-09T07:14:46Z
dc.date.available2019-12-09T07:14:46Z
dc.date.issued2019
dc.identifier.citationE+M. Ekonomie a Management = Economics and Management. 2019, roč. 22, č. 4, s. 134-144.cs
dc.identifier.issn2336-5604 (Online)
dc.identifier.issn1212-3609 (Print)
dc.identifier.urihttp://hdl.handle.net/11025/36039
dc.format11 s.
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherTechnická univerzita v Libercics
dc.rightsCC BY-NC 4.0en
dc.subjectexotické možnostics
dc.subjectsupersharecs
dc.subjectvýběrcs
dc.subjectstochastická volatilitacs
dc.subjectstřední hodnotacs
dc.titlePricing exotic option under stochastic volatility modelen
dc.typečlánekcs
dc.typearticleen
dc.rights.accessopenAccessen
dc.type.versionpublishedVersionen
dc.description.abstract-translatedExotic options are called “customer tailored options” or “special purpose option” because they are flexible to be tailored to the specific needs of investors. Strategies based on exotic options are often employed to hedge the specific risk exposures from the financial markets. Because exotic options are more efficient and less expensive than their standard counterparts, they are playing a significant hedging role in cost effective ways. Unlike the vanilla call and put options, exotic options are either variation on the payoff patterns of plain vanilla options or they are totally different kinds of derivatives with other features. While simple vanilla call and put options are traded in the exchanges, most of the exotic options are traded in the over-the-counter markets. Supershare option and chooser option are two typical kinds of exotic options which suggest a broad range of usage and application in different financial market conditions. Supershare option is one type of Binary option. Unlike the binary option which has only one boundary, a supershare option has an upper and lower boundary.en
dc.subject.translatedexotic optionsen
dc.subject.translatedsupershareen
dc.subject.translatedchooseren
dc.subject.translatedstochastic volatilityen
dc.subject.translatedmean-revertingen
dc.identifier.doihttps://dx.doi.org/10.15240/tul/001/2019-4-009
dc.type.statusPeer-revieweden
Appears in Collections:Číslo 4 (2019)
Číslo 4 (2019)

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