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)
Date: 2012
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