ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566): Difference between revisions
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Revision as of 12:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES |
scientific article |
Statements
ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (English)
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21 April 2009
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strike/conversion price reset
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refix
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moneyness
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similarity reduction
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