The Pricing and Hedging of Reset Options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === A reset option is an option whose strike price will be changed in a pre-specified manner when certain conditions are met within a certain period of time. When the condition is defined on the price of the underlying asset hitting certain level, the reset option i...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/91521918153873781839 |