Work

The valuation of compound options

Year: 1979

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(79)90022-9

Author: Robert Geske

Institution: University of California, Los Angeles

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990664633

FWCI: 27.6

Cites: 26

Cited by: 1,108

Related to: 10