A simple method for generalized sequential compound options pricing (Q2406942): Difference between revisions

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+A generalization of the Geske formula for compound options
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+Valuation of \(N\)-stage investments under jump-diffusion processes
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+A comparative study on time-efficient methods to price compound options in the Heston model
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+A Simple Approximation for Bivariate and Trivariate Normal Integrals
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+Computation of the Trivariate Normal Integral
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+Spanning and completeness in markets with contingent claims
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+The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques
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+The compound option approach to American options on jump-diffusions
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+The generalized sequential compound options pricing and sensitivity analysis
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+Option pricing when underlying stock returns are discontinuous
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+Evaluating pharmaceutical R\&D under technical and economic uncertainty
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+A new radial basis functions method for pricing American options under Merton's jump-diffusion model
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+Q5290317
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+Bivariate conditioning approximations for multivariate normal probabilities
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+A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework
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