Chapter 31. COMPOUND OPTIONS

Peter G. Zhang
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Peter G. Zhang: Vice-President, Capital Markets Research, Chase Manhattan Bank, USA

Chapter 32 in Exotic Options:A Guide to Second Generation Options, 1997, pp 597-604 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONCOMPOUND OPTIONSPRICING COMPOUND OPTIONSPUT-CALL PARITY FOR COMPOUND OPTIONSPRICING AMERICAN OPTIONS USING COMPOUND OPTION PRICING FORMULASSUMMARY AND CONCLUSIONSQUESTIONS AND EXERCISES

Date: 1997
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