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Decomposition of the n-fold compound option
Thomassen, Liesbeth (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001950918
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The influence of a stochastic interest rate on the n-fold compound option
Thomassen, Liesbeth (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916879
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Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny; Engelen, Peter-Jan; Thomassen, L.; Van … - In: Finance research letters 4 (2007) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
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On the pricing of options under limited information
De Schepper, Ann (contributor); Heijnen, Bart (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089715