The second option is to pay a little extra and have the frame miter cut to butt in the corner. This requires a bit more time and effort at install, especially if the window frame is out of square. See diagram below.
The bottom line - please know that if you have a corner window and you love shutters, there is a solution for you.
We would love to help you with your shutter project. Also, check out our online shutter cost calculator for a rough idea of what new shutters might cost.