OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.0960-1627.2004.00196.x/fullpdf
Reference11 articles.
1. Altering the terms of executive stock options
2. Estimates on the support of solutions of parabolic variational inequalities
3. Options with Multiple Reset Rights
4. Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary
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