Pricing geometric average trigger reset option with predetermined levels
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Publication:2987553
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Cited in
(5)- scientific article; zbMATH DE number 5670604 (Why is no real title available?)
- On pricing model of the reset option with \(N\) predetermined levels
- Pricing geometric average trigger reset option with predetermined levels in an affine diffusion model with double jumps
- Pricing options with American-style average reset features
- Pricing geometric average trigger reset option with predetermined levels based on double exponential jump-diffusion model with stochastic interest rate
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