The generalized sequential compound options pricing and sensitivity analysis (Q2473063): Difference between revisions

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-An-Pin Chen
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+An-Pin Chen
@@ Property / author: An-Pin Chen / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mathsocsci.2007.07.001
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@@ Property / OpenAlex ID @@
+W2034905252
@@ Property / OpenAlex ID: W2034905252 / rank @@
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@@ Property / cites work @@
+A generalization of the Geske formula for compound options
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@@ Property / cites work @@
+Q4716197
@@ Property / cites work: Q4716197 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4188569
@@ Property / cites work: Q4188569 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+The Numerical Evaluation of Certain Multivariate Normal Integrals
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@@ Property / cites work @@
+The generalization of the Geske–formula for compound options to stochastic interest rates is not trivial–a note
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@@ Property / cites work @@
+Q4226825
@@ Property / cites work: Q4226825 / rank @@
+Normal rank
@@ Property / cites work @@
+A Reduction Method Applicable to Compound Option Formulas
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@@ Property / cites work @@
+Q5290317
@@ Property / cites work: Q5290317 / rank @@
+Normal rank