Pricing of Generalized Compound Options with Random Execution Time

XIAO Lin

Acta Mathematicae Applicatae Sinica ›› 2020, Vol. 43 ›› Issue (1) : 79-87.

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Acta Mathematicae Applicatae Sinica ›› 2020, Vol. 43 ›› Issue (1) : 79-87. DOI: 10.12387/C2020006

Pricing of Generalized Compound Options with Random Execution Time

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2020, 43(1): 79-87 https://doi.org/10.12387/C2020006

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