Valuation of Path-Dependent Contingent Claims with Multiple Exercise Decisions over Time: The Case of Take-Or-Pay

Andrew C. Thompson

Journal of Financial and Quantitative Analysis · 1995 · 80 citations · 16 references

Concepts

Abstract

Andrew C. Thompson, Valuation of Path-Dependent Contingent Claims with Multiple Exercise Decisions over Time: The Case of Take-Or-Pay, The Journal of Financial and Quantitative Analysis, Vol. 30, No. 2 (Jun., 1995), pp. 271-293

References

16