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The Analytics of Reset Options
4 references·2 citing·28 second hop
The Analytics of Reset Options (2000)The Analytics of Reset OptionsAltering the terms of executive stock options (2000)Altering the terms of executi…Reset Put Options: Valuation, Risk Characteristics, and an Application (1999)Reset Put Options: Valuation,…Lookback options with discrete and partial monitoring of the underlying price (1995)Lookback options with discret…A pricing method for options based on average asset values (1990)A pricing method for options …Nonergodicity of reset geometric Brownian motion (2022)Nonergodicity of reset geomet…Pricing Algorithms for Options with Exotic Path-Dependence (2001)Pricing Algorithms for Option…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Options, Futures, and Other Derivative Securities. (1990)OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT (2004)Modeling breach of contract risk through bundled options (2010)Semimartingales (1982)Option pricing: Mathematical models and computation (1994)Chapter 8 Discrete Barrier and Lookback Options (2007)Valuation of Bond Illiquidity (2007)Computing exponential moments of the discrete maximum of a Lévy process and lookback options (2009)Theory of Rational Option Pricing (1973)A Quick Algorithm for Pricing European Average Options (1991)BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)The value of an Asian option (1995)Theory of rational option pricing (2005)Efficient Procedures for Valuing European and American Path-Dependent Options (1993)Advances in Futures and Options Research (1994)Brownian Excursions and Parisian Barrier Options (1997)Anatomy of option features in convertible bonds (2004)Pricing Parisian and Parasian options analytically (2012)CEO Compensation in Financially Distressed Firms: An Empirical Analysis (1993)Do corporations award CEO stock options effectively? (1995)The value and incentive effects of nontraditional executive stock option plans (2000)The Subjective and Objective Evaluation of Incentive Stock Options* (2006)Compensation Benchmarking, Leapfrogs, and the Surge in Executive Pay (2010)Path Dependent Options: "Buy at the Low, Sell at the High" (1979)Path Dependent Options: The Case of Lookback Options (1991)Pricing and Hedging Path-Dependent Options Under the CEV Process (2001)
this work references cited by second hop

References

  • 1990A pricing method for options based on average asset values628 cited
  • 2000Altering the terms of executive stock options244 cited
  • 1995Lookback options with discrete and partial monitoring of the underlying price60 cited
  • 1999Reset Put Options: Valuation, Risk Characteristics, and an Application52 cited

Cited by

  • 2022Nonergodicity of reset geometric Brownian motion88 cited
  • 2001Pricing Algorithms for Options with Exotic Path-Dependence43 cited

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