The Pricing and Hedging of Discrete Reset Option
碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === Abstract : In recent years, many kinds of reset option were issued with the character of resetting the strike price when the price of underlying asset touches the barrier. Reset Options can be classified according to whether the price of un...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/21874996374717783062 |