𝔖 Bobbio Scriptorium
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Autocorrelation and the sensitivity of reset

✍ Scribed by Richard D. Porter; Anil K. Kashyap

Book ID
116099501
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
222 KB
Volume
14
Category
Article
ISSN
0165-1765

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πŸ“œ SIMILAR VOLUMES

The valuation of reset options with mult
The valuation of reset options with multiple strike resets and reset dates
✍ Szu-Lang Liao; Chou-Wen Wang πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 269 KB πŸ‘ 2 views

## Abstract This article makes two contributions to the literature. The first contribution is to provide the closed‐form pricing formulas of reset options with strike resets and predecided reset dates. The exact closed‐form pricing formulas of reset options with strike resets and continuous reset p