A generalization of the Geske formula for compound options (Q1810719)
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scientific article; zbMATH DE number 1924831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of the Geske formula for compound options |
scientific article; zbMATH DE number 1924831 |
Statements
A generalization of the Geske formula for compound options (English)
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9 June 2003
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Compound options
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Pricing
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Time-dependence
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Bivariate normal distribution
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