EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Compound Exchange Options"
Narrow search

Narrow search

Year of publication
Subject
All
American sequential investments 1 Analytic Approximation 1 Basket options 1 Best-of and Worst-of options 1 Compound Exchange Options 1 Rainbow options 1 Real property compound exchange options 1 Tight upper boundaries 1
more ... less ...
Online availability
All
Free 1 Undetermined 1
Type of publication
All
Article 1 Book / Working Paper 1
Language
All
English 1 Undetermined 1
Author
All
Alexander, Carol 1 Paxson, Dean 1 Venkatramanan, Aanand 1
Institution
All
Henley Business School, University of Reading 1
Published in...
All
ICMA Centre Discussion Papers in Finance 1 The Journal of Real Estate Finance and Economics 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
Analytic Approximations for Multi-Asset Option Pricing
Alexander, Carol; Venkatramanan, Aanand - Henley Business School, University of Reading - 2008
option's price as a sum of prices of various compound exchange options, each with different pairs of sub-ordinate multi- or …
Persistent link: https://www.econbiz.de/10008542377
Saved in:
Cover Image
Sequential American Exchange Property Options
Paxson, Dean - In: The Journal of Real Estate Finance and Economics 34 (2007) 1, pp. 135-157
Property development activities often occur in stages, which are appropriately modeled as sequential American exchange property options, where there are interim expenditures required in order to keep the property development options “alive”. Normally American exchange options require a...
Persistent link: https://www.econbiz.de/10005716729
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...