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Please use this identifier to cite or link to this item:
http://hdl.handle.net/1783.1/222
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| Title: | Optimal shouting policies of options with reset rights |
| Authors: | Kwok, Yue Kuen
Dai, Min
Wu, Lixin |
| Keywords: | Options
Warrants
Shouting feature
Reset feature
Optimal shouting policies |
| Issue Date: | Dec-2002 |
| Citation: | Presented at International Conference on Applied Statistics |
| URI: | http://hdl.handle.net/1783.1/222 |
| Appears in Collections: | MATH Presentations
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Files in This Item:
| File |
Description |
Size | Format |
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| shout.ppt | | 156Kb | Microsoft Powerpoint | View/Open |
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