How to effectively verify the accuracy of a model(may be complicate) for exotic option, if there is no enough data of market price? Is there any related reference?
If your exotic contract specification can degenerate into a lighter exotic structure for which you can observe quotes, make sure you match them.
If you have nothing at all, try to assess how well you would have done, in average, by selling the exotic and hedging it according to your model assumptions for various past realisations of the market (ideally different regimes). If you always lost money in all scenarii, then your model - and the manner in which it captures the true market dynamics - is probably not suited for the sell-side. If you always made money, then your probably charging too high of a price and will not be competitive, hence not suited for the sell-side either.
As mentioned in the comments below, it may also help you to read the answers given to this related question.