ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES (Q3621566)
From MaRDI portal
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)
0 references
21 April 2009
0 references
strike/conversion price reset
0 references
refix
0 references
moneyness
0 references
similarity reduction
0 references
0 references
