The Analytics of Reset Options

By Wai-yan Cheng, Shuguang Zhang. 2000

50 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/9155cd6916795e60551dd0e0223423f475ba1f2c

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1. Shamik Gupta
2. A. Jayannavar

Citations in the corpus

• Stochastic Resetting: A (Very) Brief Review (2021, background): “, in discussing reset options whereby the strike price of the option is reset periodically over the option’s lifetime, to bring out-of-the-money options back to being at the money [86], and in deriving a valuation equation for a European-style bear market warrant with a single reset date [87]; in bi”