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Optimal Shouting Policies Of Options With Strike Reset Right

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  • Min Dai
  • Yue Kuen Kwok
  • Lixin Wu

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  • Min Dai & Yue Kuen Kwok & Lixin Wu, 2004. "Optimal Shouting Policies Of Options With Strike Reset Right," Mathematical Finance, Wiley Blackwell, vol. 14(3), pages 383-401.
  • Handle: RePEc:bla:mathfi:v:14:y:2004:i:3:p:383-401
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    File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.0960-1627.2004.00196.x
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    Cited by:

    1. Dai, Min & Kwok, Yue Kuen, 2005. "Options with combined reset rights on strike and maturity," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1495-1515, September.
    2. Dai, Min & Kwok, Yue Kuen, 2008. "Optimal multiple stopping models of reload options and shout options," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2269-2290, July.

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