Exotic Option Pricing and Advanced Levy Models - Kyprianou, Andreas (University of Utrecht) a Schoutens, Wim (Katholieke University Leuven, Belgium) a Wilmott, Paul (Oxford University Mathematics Institute and Imperial College, UK)

This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. .