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
Pages :
21
From page :
1495
To page :
1515
Keywords :
Strike reset , Free boundary value problems , Maturity extension , optimal stopping
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2005
Journal title :
Journal of Economic Dynamics and Control
Record number :
238850
Link To Document :
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