• 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