The Pricing Model of the Call Option with Reset Option
碩士 === 國立成功大學 === 會計學系 === 88 === This paper presents an analytical formula which satisfies the partial differential equation and boundary conditions that characterize the European reset option problem. First, the closed-form solution for European reset call option with one pre-specified reset pric...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45778798673922001858 |