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~person:"Chiarella, Carl"
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Chiarella, Carl
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The Evaluation of American
Compound
Option
Prices Under Stochastic Volatility Using the Sparse Grid Approach
Chiarella, Carl
;
Kang, Boda
-
Finance Discipline Group, Business School
-
2009
A
compound
option
(the mother option) gives the holder the right, but not obligation to buy (long) or sell (short) the …
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