| Residential College | false |
| Status | 已發表Published |
| A Simple Analytical and Numerical Approach for Pricing Compound Options | |
Deng Ding ; Chikeong Leong ; Xiaoqing Jin
| |
| 2006-09-23 | |
| Source Publication | A Journal of Chinese Universities (English Series)
 |
| ISSN | 1004-8979 |
| Volume | 15Issue:4Pages:367-374 |
| Abstract | A compound option is simply an option on an option. In this short paper, |
| Keyword | Compound Option Girsanov Theorem Bisection Method European Call Option Brownian Motion |
| Language | 英語English |
| Document Type | Journal article |
| Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
| Corresponding Author | Xiaoqing Jin |
| Affiliation | Department of Mathematics, University of Macau, Macao |
| First Author Affilication | University of Macau |
| Corresponding Author Affilication | University of Macau |
| Recommended Citation GB/T 7714 | Deng Ding,Chikeong Leong,Xiaoqing Jin. A Simple Analytical and Numerical Approach for Pricing Compound Options[J]. A Journal of Chinese Universities (English Series), 2006, 15(4), 367-374. |
| APA | Deng Ding., Chikeong Leong., & Xiaoqing Jin (2006). A Simple Analytical and Numerical Approach for Pricing Compound Options. A Journal of Chinese Universities (English Series), 15(4), 367-374. |
| MLA | Deng Ding,et al."A Simple Analytical and Numerical Approach for Pricing Compound Options".A Journal of Chinese Universities (English Series) 15.4(2006):367-374. |
| Files in This Item: | There are no files associated with this item. | |||||
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