Publication
Title
The use of planning and control practices in SMEs and the relationship with company performance
Author
Abstract
In a previous paper by Thomassen and Van Wouwe [5] the notion of an n-fold compound option was introduced as a generalization of Geskes compound option [3]. To compute such an n-fold numerically remains possible but tedious because most algorithms are not capable to compute multivariate normal CDFs for higher dimensions (n 3). For that reason a proof to regard an n-fold as an (n-k)-fold on a k-fold is given and allows for example to decompose a 6-fold compound option into a 2-fold and a 4-fold.
Language
English
Source (series)
Research paper / Faculty of Applied Economics UFSIA-RUCA ; 2002:39
Publication
Antwerp : UA, 2002
Volume/pages
32 p.
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 08.10.2008
Last edited 04.09.2013
To cite this reference