## Abstract The value of a compound option, __an option on an option__, has been derived by Geske (1976) using Fourier integrals. This article presents two alternative proofs to derive the value of a compound option. One proof is based on the martingale approach, which provides a simple and powerfu
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A Note on the Valuation Consequences of Additional Takeover Barriers
β Scribed by Sharon Lee Bojanic and Dennis T. Officer
- Book ID
- 124947895
- Publisher
- Financial Management Association International (FMA)
- Year
- 1990
- Tongue
- English
- Weight
- 433 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0046-3892
- DOI
- 10.2307/3665816
No coin nor oath required. For personal study only.
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