The generalized sequential compound options pricing and sensitivity analysis (Q2473063): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized sequential compound options pricing and sensitivity analysis |
scientific article |
Statements
The generalized sequential compound options pricing and sensitivity analysis (English)
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26 February 2008
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sequential compound option
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project valuation
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real option
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Leibnitz's rule
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option pricing
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risk-neutral
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