Optimal Shouting Policies Of Options With Strike Reset Right
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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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