A simple method for generalized sequential compound options pricing (Q2406942): Difference between revisions
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Revision as of 01:40, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple method for generalized sequential compound options pricing |
scientific article |
Statements
A simple method for generalized sequential compound options pricing (English)
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4 October 2017
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options pricing
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generalized sequential compound options
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multivariate normal variables
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jump-diffusion model
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