The generalized sequential compound options pricing and sensitivity analysis (Q2473063)
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scientific article; zbMATH DE number 5241074
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| English | The generalized sequential compound options pricing and sensitivity analysis |
scientific article; zbMATH DE number 5241074 |
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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0.8943917751312256
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0.7842454314231873
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0.7763792872428894
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0.760403037071228
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0.7598366141319275
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