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Compound Options

In: Exotic Options A Guide to Second Generation Options

Author

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  • Peter G. Zhang

    (Capital Markets Research, Chase Manhattan Bank, USA)

Abstract

The following sections are included:INTRODUCTIONCOMPOUND OPTIONSPRICING COMPOUND OPTIONSPUT-CALL PARITY FOR COMPOUND OPTIONSPRICING AMERICAN OPTIONS USING COMPOUND OPTION PRICING FORMULASSUMMARY AND CONCLUSIONSQUESTIONS AND EXERCISES

Suggested Citation

  • Peter G. Zhang, 1998. "Compound Options," World Scientific Book Chapters, in: Exotic Options A Guide to Second Generation Options, chapter 31, pages 597-604, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812384966_0031
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    Cited by:

    1. Yuzhakov, Vladimir (Южаков, Владимир) & Dobrolyubova, Elena (Добролюбова, Елена) & Pokida, Andrey (Покида, Андрей) & Zybunovskaya, Natalia (Зыбуновская, Наталья), 2018. "Effectiveness of Control and Supervision Activities Through the Eyes of Business [Результативность Контрольно-Надзорной Деятельности Глазами Бизнеса]," Working Papers 041808, Russian Presidential Academy of National Economy and Public Administration.

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