Work

Valuation of Path-Dependent Contingent Claims with Multiple Exercise Decisions over Time: The Case of Take-Or-Pay

Year: 1995

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331121

Author: Andrew C. Thompson

Institution: University of Houston

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2106645253

FWCI: 0.831

Cites: 18

Cited by: 77

Related to: 10