Pages that link to "Item:Q3621566"
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The following pages link to ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566):
Displaying 3 items.
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- A note on ``Monte Carlo analysis of convertible bonds with reset clauses'' (Q1044127) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)