Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91-08 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6048097 / rank | |||
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\(N\)-fold compound options | |||
| Property / zbMATH Keywords: \(N\)-fold compound options / rank | |||
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sequential investments | |||
| Property / zbMATH Keywords: sequential investments / rank | |||
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jump-diffusion process | |||
| Property / zbMATH Keywords: jump-diffusion process / rank | |||
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Revision as of 23:33, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of \(N\)-stage investments under jump-diffusion processes |
scientific article |
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Valuation of \(N\)-stage investments under jump-diffusion processes (English)
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19 June 2012
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\(N\)-fold compound options
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sequential investments
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jump-diffusion process
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