Decomposition of the n-fold compound option
Year of publication: |
2002-11
|
---|---|
Authors: | THOMASSEN, Liesbeth ; VAN CASTEREN, Jan ; VAN WOUWE, Martine |
Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
Subject: | Financial | N-fold compound options |
-
THOMASSEN, Liesbeth,
-
The influence of a stochastic interest rate on the n-fold compound option
THOMASSEN, Liesbeth,
-
Valuation of N-stage Investments Under Jump-Diffusion Processes
Andergassen, Rainer, (2012)
- More ...
-
THOMASSEN, Liesbeth,
-
THOMASSEN, Liesbeth,
-
A sensivity analysis for the n-fold compound option
THOMASSEN, Liesbeth, (2002)
- More ...