Options with combined reset rights on strike and maturity (Q956445)
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scientific article; zbMATH DE number 5373109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options with combined reset rights on strike and maturity |
scientific article; zbMATH DE number 5373109 |
Statements
Options with combined reset rights on strike and maturity (English)
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25 November 2008
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strike reset
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maturity extension
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optimal stopping
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free boundary value problems
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