Valuation of Double Reset Options
碩士 === 國立成功大學 === 財務金融研究所 === 95 === Today, as the wide varieties of financial instruments dazzle, reset options trade in numerical of markets worldwide and are structured to target investor preferences. In this article, we derive a generalization of reset call option with two predetermined dates...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75378612037201122917 |