Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

A sensitivity analysis for the N-fold compound option

Item request has been placed! ×
Item request cannot be made. ×
loading   Processing Request
Read More Add to Saved list
  • Additional Information
    • Publication Date:
      2002
    • Collection:
      IRUA - Institutional Repository van de Universiteit Antwerpen
    • Abstract:
      In this paper we determine the dependence of the n-fold compound option to the value of the firm V and to the variance rate 2. For practical purposes some numerical results are added, calculated with Mathematica and with a Fortran procedure for multivariate integrals.
    • File Description:
      pdf
    • Online Access:
      https://hdl.handle.net/10067/380110151162165141
      https://repository.uantwerpen.be/docman/irua/3e3a9a/3e0df21c.pdf
    • Rights:
      info:eu-repo/semantics/openAccess
    • Accession Number:
      edsbas.A4CF2AC3