Valuation of N-stage Investments Under Jump-Diffusion Processes
Year of publication: |
2012
|
---|---|
Authors: | Andergassen, Rainer ; Sereno, Luigi |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 39.2012, 3, p. 289-313
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | N-fold compound options | Sequential investments | Jump-diffusion process |
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