Pages that link to "Item:Q1810719"

The following pages link to A generalization of the Geske formula for compound options (Q1810719):

Displaying 13 items.

• Generalization of an integral option (Q1278154) (← links)
• Fuzzy optimization of option pricing model and its application in land expropriation (Q2336610) (← links)
• A simple method for generalized sequential compound options pricing (Q2406942) (← links)
• Options to expand and to contract in combination (Q2470332) (← links)
• The generalized sequential compound options pricing and sensitivity analysis (Q2473063) (← links)
• A generalization of exotic options pricing formulae (Q2508200) (← links)
• Research on compound real option simulation pricing problem based on American-style option simulation (Q2859772) (← links)
• A comprehensive structural model for defaultable fixed-income bonds (Q3005364) (← links)
• The generalization of the Geske–formula for compound options to stochastic interest rates is not trivial–a note (Q4215695) (← links)
• Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
• The pricing of compound option under variance gamma process by FFT (Q5079198) (← links)
• <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
• Pricing of Quanto power options and related exotic options (Q6110429) (← links)