Valuing reload options

DOI10.1007/S11147-006-9005-ZzbMath1274.91416OpenAlexW2161318559MaRDI QIDQ375530

Jonathan E. jun. Ingersoll

Publication date: 31 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-006-9005-z

zbMATH Keywords

exoctic optionsincentive optionsreload options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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