Reset Warrants: Properties, Valuation and Empirical Tests
博士 === 國立成功大學 === 企業管理學系 === 89 === Path-dependent options have become increasingly popular in recent years. A path-dependent option has a payoff directly related to movements in the price of the underlying asset during the option’s life. Reset options are one type of path-dependent options. If the...
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Format: | Others |
Language: | zh-TW |
Published: |
2001
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Online Access: | http://ndltd.ncl.edu.tw/handle/64868173904227737040 |