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Exotics

These are option contracts that do not have standard features like European or American options. Their complex structures have been customized to meet the specific trading strategies and risk/ reward needs of their customers. These third generation solution are not exchange traded but instead are sold over the counter (OTC). They include: Chooser options, Basket options, Barrier options, Look backs, binaries or digital options, etc.

 

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Option Pricing using Monte Carlo Simulation