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Notes on the Pharmacology of Sodium Fluoroacetate—Compound 1080*†

✍ Scribed by Ward, Justus C. ;Spencer, D.A.


Publisher
Elsevier
Year
1947
Weight
298 KB
Volume
36
Category
Article
ISSN
0095-9553

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A note on the valuation of compound opti
✍ Fatma Lajeri-Chaherli 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 107 KB 👁 2 views

## 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