A model and some evidence on pricing compound call options

John Boot, George Frankfurter and Allan Young

European Journal of Operational Research, 1983, vol. 13, issue 3, 268-273

Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:13:y:1983:i:3:p:268-273

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