Pricing of exotic options under Kou model by using Laplace transform

The book "Pricing of Exotic Options under Kou Model by Using Laplace Transform" offers a comprehensive analysis of the pricing of exotic options that go beyond traditional derivatives. In today's financial world, where complex financial instruments are gaining increasing importance, it is crucial for investors and market participants to understand the pricing of these specific derivatives. The work focuses on the application of the Kou model and the Laplace transform to evaluate both simple and exotic options. It addresses the limitations of the widely used Black-Scholes model and presents alternative pricing approaches. The authors, Gayk Dzharayan and Elena Voronova, have implemented their research findings in a program for the statistical software R and presented the results using examples from the NASDAQ OMX Stockholm market. This book is aimed at professionals and students who wish to develop a deeper understanding of the pricing of complex derivatives.