Pricing options with American style average reset features

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Pricing options with American style average reset features. / Chung, S L; Shackleton, M B; Chang, C C.
In: Quantitative Finance, Vol. 4, No. 3, 2004, p. 292-300.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Chung, SL, Shackleton, MB & Chang, CC 2004, 'Pricing options with American style average reset features', Quantitative Finance, vol. 4, no. 3, pp. 292-300.

APA

Chung, S. L., Shackleton, M. B., & Chang, C. C. (2004). Pricing options with American style average reset features. Quantitative Finance, 4(3), 292-300.

Vancouver

Chung SL, Shackleton MB, Chang CC. Pricing options with American style average reset features. Quantitative Finance. 2004;4(3):292-300.

Author

Chung, S L ; Shackleton, M B ; Chang, C C. / Pricing options with American style average reset features. In: Quantitative Finance. 2004 ; Vol. 4, No. 3. pp. 292-300.

Bibtex

@article{dfbaf2addf7849e5bb6bb0403ff5e13f,

title = "Pricing options with American style average reset features",

author = "Chung, {S L} and Shackleton, {M B} and Chang, {C C}",

year = "2004",

language = "English",

volume = "4",

pages = "292--300",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge",

number = "3",

}

RIS

TY - JOUR

T1 - Pricing options with American style average reset features

AU - Chung, S L

AU - Shackleton, M B

AU - Chang, C C

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 4

SP - 292

EP - 300

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

IS - 3

ER -

Research