Title of article :
Options with combined reset rights on strike and maturity
Author/Authors :
Min Dai، نويسنده , , Yue Kuen Kwok، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Strike reset , Free boundary value problems , Maturity extension , optimal stopping
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control