Journal of Mathematical Finance

Vol.3 No.1(2013), Paper ID 28390, 7 pages

DOI:10.4236/jmf.2013.31008

 

A Simple Method to Price Window Reset Options

 

Yi-Long Hsiao

 

Department of Finance, National Dong Hwa University, Hualien, Chinese Taipei

 

Copyright © 2013 Yi-Long Hsiao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Y. Hsiao, "A Simple Method to Price Window Reset Options," Journal of Mathematical Finance, Vol. 3 No. 1, 2013, pp. 96-102. doi: 10.4236/jmf.2013.31008.

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