Options with combined reset rights on strike and maturity
10.1016/j.jedc.2004.09.001
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sg-nus-scholar.10635-1038802023-10-25T21:37:55Z Options with combined reset rights on strike and maturity Dai, M. Kwok, Y.K. MATHEMATICS Free boundary value problems Maturity extension Optimal stopping Strike reset 10.1016/j.jedc.2004.09.001 Journal of Economic Dynamics and Control 29 9 1495-1515 JEDCD 2014-10-28T02:42:38Z 2014-10-28T02:42:38Z 2005-09 Article Dai, M., Kwok, Y.K. (2005-09). Options with combined reset rights on strike and maturity. Journal of Economic Dynamics and Control 29 (9) : 1495-1515. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jedc.2004.09.001 01651889 http://scholarbank.nus.edu.sg/handle/10635/103880 000231520100002 Scopus |
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Free boundary value problems Maturity extension Optimal stopping Strike reset |
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Free boundary value problems Maturity extension Optimal stopping Strike reset Dai, M. Kwok, Y.K. Options with combined reset rights on strike and maturity |
| description |
10.1016/j.jedc.2004.09.001 |
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MATHEMATICS |
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MATHEMATICS Dai, M. Kwok, Y.K. |
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Article |
| author |
Dai, M. Kwok, Y.K. |
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Dai, M. |
| title |
Options with combined reset rights on strike and maturity |
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Options with combined reset rights on strike and maturity |
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Options with combined reset rights on strike and maturity |
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Options with combined reset rights on strike and maturity |
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Options with combined reset rights on strike and maturity |
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options with combined reset rights on strike and maturity |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/103880 |
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