A simple method for generalized sequential compound options pricing
Bibliographic Data
| ID | 11284296 |
|---|---|
| Authors | Xiandong Wang (0000-0002-0635-856X, Changzhou Institute of Technology, corresponding author), Jianmin He, HE Jian-min (0000-0002-4019-1820, Southeast University) |
| Year | 2017 |
| Volume | 87 |
| Pages | 85-91 |
| Publication date | 2017-05-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Mathematical Social Sciences (JOURNAL) |
| Journal identifiers | ISSN: 0165-4896 • E-ISSN: 1879-3118 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.mathsocsci.2017.03.001 |
| OpenAlex | W2593785233 |
| Language | EN |
| References cited | 32 |
Jump · Mathematical optimization · Property (philosophy · Simple (philosophy · Computer Science · Financial Risk and Volatility Modeling · Mathematics · Probability and Risk Models · Stochastic processes and financial applications · Applied Mathematics
| Highly cited | No |
|---|