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Some Applications of a Closed-form Solution for Compound Options of Order N

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Hyperbolic Problems and Regularity Questions

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References

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© 2006 Birkhäuser Verlag Basel/Switzerland

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Agliardi, R. (2006). Some Applications of a Closed-form Solution for Compound Options of Order N . In: Padula, M., Zanghirati, L. (eds) Hyperbolic Problems and Regularity Questions. Trends in Mathematics. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-7451-8_1

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