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#

Exotic options.

With ``exotic'' options we think of any option with a more complicated payoff
structure than the usual put and call payoff structures. There is virtually an
unlimited number of possible exotic options available, only the imagination is
the limit. In practice there is only a few that have seen much use, and we
will look at some examples of these. For a large number of analytical
solutions of exotic options, see Rubinstein (1993).

**Subsections**

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** Up:** Financial Numerical Recipes.
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** Contents**
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*Bernt Arne Odegaard*

*1999-09-09*