Kwant Atlas

Explorer

Tag: exotic-options

7 items with this tag.

  • Sep 12, 2026

    3.7 Exotic & Path-Dependent Options

    • pillar-derivative-pricing
    • exotic-options
    • path-dependent-options
    • monte-carlo
    • index-hub
  • Sep 12, 2026

    3.7.1 Exotic & Path-Dependent Options from Zero

    • pillar-derivative-pricing
    • exotic-options
    • path-dependent-options
    • intuition
    • monte-carlo
  • Sep 12, 2026

    3.7.2 Barriers & Digital (Binary) Options

    • pillar-derivative-pricing
    • exotic-options
    • barriers
    • binary-options
    • reflection-principle
  • Sep 12, 2026

    3.7.3 Lookbacks & Asian (Average-Rate) Options

    • pillar-derivative-pricing
    • exotic-options
    • lookback
    • asian-options
    • turnbull-wakeman
  • Sep 12, 2026

    3.7.4 Compound, Chooser, Quanto, Exchange & Spread Options

    • pillar-derivative-pricing
    • exotic-options
    • compound-options
    • chooser
    • quanto
    • margrabe
    • spread-options
  • Sep 12, 2026

    3.7.5 Failure Modes & Real-World Practice for Exotics

    • pillar-derivative-pricing
    • exotic-options
    • failure-modes
    • monte-carlo
    • discrete-monitoring
    • greeks
  • Sep 12, 2026

    3.7.6 Advanced Extensions

    • pillar-derivative-pricing
    • exotic-options
    • monte-carlo
    • control-variates
    • longstaff-schwartz
    • brownian-bridge

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