Pricing options with American style average reset features

Chung, S L and Shackleton, M B and Chang, C C (2004) Pricing options with American style average reset features. Quantitative Finance, 4 (3). pp. 292-300. ISSN 1469-7688

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Item Type:
Journal Article
Journal or Publication Title:
Quantitative Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43834
Deposited By:
Deposited On:
11 Jul 2011 18:05
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 07:24