Title of article :
The compound option approach to American options on jump-diffusions
Author/Authors :
C.R.Chandrasekhar Reddy Gukhal، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
20
From page :
2055
To page :
2074
Keywords :
American Options , Extendible options , Discrete dividends , Jump-di)usions , Compound options
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2004
Journal title :
Journal of Economic Dynamics and Control
Record number :
238771
Link To Document :
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