A simple method for generalized sequential compound options pricing (Q2406942)
From MaRDI portal
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)
0 references
4 October 2017
0 references
options pricing
0 references
generalized sequential compound options
0 references
multivariate normal variables
0 references
jump-diffusion model
0 references
0 references
0 references
0 references