Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535)
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scientific article; zbMATH DE number 6048097
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of \(N\)-stage investments under jump-diffusion processes |
scientific article; zbMATH DE number 6048097 |
Statements
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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0.7967538237571716
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0.7923149466514587
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0.7535828351974487
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0.7506858110427856
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