ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Options with combined reset rights on strike and maturity
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+Exploding hedging errors for digital options
@@ Property / cites work: Exploding hedging errors for digital options / rank @@
+Normal rank
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+Discrete time hedging errors for options with irregular payoffs
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+Variable purchase options
@@ Property / cites work: Variable purchase options / rank @@
+Normal rank
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+Q4821330
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+Normal rank
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+Monte Carlo analysis of convertible bonds with reset clauses
+Normal rank
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+A generalization of exotic options pricing formulae
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+Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
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+Q4226183
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+Normal rank
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+Numerical Methods and Volatility Models for Valuing Cliquet Options
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