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"A generalization of the Geske formula for compound options."

Elettra Agliardi, Rossella Agliardi (2003)

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DOI: 10.1016/S0165-4896(02)00081-1

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - journals/mss/AgliardiA03
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  - https://dblp.org/rec/journals/mss/AgliardiA03
Elettra Agliardi, Rossella Agliardi:
A generalization of the Geske formula for compound options. Math. Soc. Sci. 45(1): 75-82 (2003)

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