Exact solutions for a strike reset put option and a shout call option
type: Item
instance of: scholarly article
title: Exact solutions for a strike reset put option and a shout call option
zbMATH Open document ID: 1255.91399
published in: Mathematical and Computer Modelling
publication date: 2013-01-27T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6131005
zbMATH Keywords: shout options
zbMATH Keywords: reset options
zbMATH Keywords: strike reset options
zbMATH Keywords: shout call options
author: Joanna Goard
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.11.033
OpenAlex ID: W2034914045
cites work: Q4794126
cites work: Shout options: A framework for pricing contracts which can be modified by the investor
cites work: Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature
cites work: Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products
cites work: OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
cites work: Q4145991
cites work: Q3661894
cites work: On free boundary problems with arbitrary initial and flux conditions
cites work: An exact and explicit solution for the valuation of American put options
DOI: 10.1016/J.MCM.2011.11.033
description: scientific article; zbMATH DE number 6131005