Valuation of N-stage Investments Under Jump-Diffusion Processes
Rainer Andergassen () and
Luigi Sereno ()
Computational Economics, 2012, vol. 39, issue 3, pages 289-313
Keywords: N-fold compound options; Sequential investments; Jump-diffusion process; G12; G13; G30; C60 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:compec:v:39:y:2012:i:3:p:289-313
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