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

Journal of Financial and Quantitative Analysis 1995 30(2), 271

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

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