A simple method for generalized sequential compound options pricing
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Publication:2406942
DOI10.1016/j.mathsocsci.2017.03.001zbMath1397.91576OpenAlexW2593785233MaRDI QIDQ2406942
Publication date: 4 October 2017
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2017.03.001
jump-diffusion modeloptions pricinggeneralized sequential compound optionsmultivariate normal variables
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