Closed-form Valuation of American Call-options with Multiple Dividends Using n-fold Compound Option Models

D. Cassimon, P. J. Engelen, L. Thomassen, M. van Wouwe

    Research output: Contribution to journalArticleAcademicpeer-review

    Original languageUndefined/Unknown
    Pages (from-to)33-48
    Number of pages16
    JournalFinancial Research Letters
    Volume4
    Publication statusPublished - 2007

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