On the pricing of Geometric Average and Arithmetic Average Reset Options
碩士 === 國立成功大學 === 統計學系碩博士班 === 97 === An average reset option is a path-dependent option whose strike price can be reset according to the behavior of the average price of the underlying asset. This thesis studies the average reset calls whose strike price will be reset to the prevailing average pric...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55493042893317310932 |