Compound Option is a type of real option that grants the holder the right, but not the obligation, to acquire another option at a future date, thereby involving sequential decision-making under uncertainty where the exercise of the initial option enables subsequent investment opportunities.
63
Publications
4.1K
Citations
113
Authors
88
Institutions
Publications per year
2017–2026
12
Variants
Compound Option
Parents
Publications
63
The valuation of compound options
Robert Geske · Journal of Financial Economics · 1979 · 1.1K citations
Pricing Default Risk in Mortgages
James F. Epperson, James B. Kau, Donald C. Keenan et al. · Real Estate Economics · 1985 · 135 citations · Full text
1–5 of 63
Authors
113
- CA
5
h-index
- AV
4
h-index
- CS
3
h-index
- RG
3
h-index
- WS
2
h-index
1–5 of 113
Institutions
88
University of Reading
Reading, United Kingdom
5 h-index
8 publications
244 citations
ICMA Centre
Reading, United Kingdom
4 h-index
6 publications
164 citations
ETH Zurich
Zurich, Switzerland
3 h-index
5 publications
64 citations
Auburn University
Auburn, United States
3 h-index
5 publications
222 citations
University of Sussex
Brighton, United Kingdom
2 h-index
2 publications
30 citations
The University of Sydney
Sydney, Australia
2 h-index
3 publications
81 citations
University of Technology Sydney
Sydney, Australia
2 h-index
3 publications
62 citations
Queen's University
Kingston, Canada
2 h-index
2 publications
144 citations
1–8 of 88
Venues
- SSRN Electronic Journal
Repository · 7 publications · 93 citations
7
h-index
- The Engineering Economist
5 publications · 272 citations
5
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 4 publications · 1.3K citations
4
h-index
- Applied Mathematical Finance
3 publications · 80 citations
3
h-index
- The Journal of Finance
3 publications · 109 citations
3
h-index
1–5