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"The generalized sequential compound options pricing and sensitivity analysis."

Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen (2008)

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DOI: 10.1016/J.MATHSOCSCI.2007.07.001

access: closed

type: Journal Article

metadata version: 2020-02-24

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Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen:
The generalized sequential compound options pricing and sensitivity analysis. Math. Soc. Sci. 55(1): 38-54 (2008)

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