Options with combined reset rights on strike and maturity

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2005

Volume: 29

Issue: 9

Pages: 1495-1515

Authors (2)

Dai, Min (English) Kwok, Yue Kuen (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count