Valuation of N-stage Investments Under Jump-Diffusion Processes
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 39 (2012)
Issue (Month): 3 (March)
N-fold compound options; Sequential investments; Jump-diffusion process; G12; G13; G30; C60;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
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