Title
A sensitivity analysis for the n-fold compound option with numerical illustrations A sensitivity analysis for the n-fold compound option with numerical illustrations
Author
Faculty/Department
Faculty of Applied Economics
Publication type
conferenceObject
Publication
Higashi-Hiroshima :Systems Reliability Engineering Laboratory, [*]
Subject
Mathematics
Source (book)
Proceedings of the Second Euro-Japanese Workshop on Stochastic Risk Modelling for Finance, Insurances, Production and Reliability, 18-20 September 2002, Chamonix France
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Handle