How Does the Lack of Standardization in OTC Markets Affect the Pricing of American-Style Options?

The lack of standardization means that pricing models must be tailored to the unique, bespoke terms of each contract, making pricing more complex and subjective. Factors like counterparty credit risk, collateral terms, and specific exercise conditions must be incorporated, leading to greater price variance and a reliance on advanced quantitative models.

What Are the Major Limitations of Using Black-Scholes for Pricing American-Style Crypto Options?
What Operational Challenges Would American-Style Exercise Pose for a Crypto Futures Exchange?
How Does the Lack of Standardization in OTC Derivatives Affect Risk?
How Does an American-Style Option Differ from a European-Style Option in Terms of Exercise?
How Does “American Style” Options Settlement Differ from “European Style” in a PoC Context?
Is Execution Risk Higher for an American-Style Option or a European-Style Option?
Does the Early Exercise Feature Affect the Pricing Model, Such as Black-Scholes, for American Options?
Why Do Institutional Traders Prefer the Customization Offered by OTC Markets?

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