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A Simple Analytical and Numerical Approach for Pricing Compound Options Journal article
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.
Authors:  Deng Ding;  Chikeong Leong;  Xiaoqing Jin
Favorite |   IF:1.9/1.3 | Submit date：2019/07/09
Compound Option  Girsanov Theorem  Bisection Method  European Call Option  Brownian Motion