The n-fold compound option
Authors: | THOMASSEN, Liesbeth ; VAN WOUWE, Martine |
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Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
Subject: | Financial | N-fold compound options | Multivariate normal CDF |
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The influence of a stochastic interest rate on the n-fold compound option
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Decomposition of the n-fold compound option
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The influence of a stochastic interest rate on the n-fold compound option
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A sensivity analysis for the n-fold compound option
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