Primary Article

Valuation of Arithmetic Average Reset Options

In Joon Kim, Geun Hyuk Chang and Suk Joon Byun
The Journal of Derivatives Fall 2003, 11 (1) 70-80; DOI: https://doi.org/10.3905/jod.2003.319212

Article Information

vol. 11 no. 1 70-80
DOI 
https://doi.org/10.3905/jod.2003.319212
Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524
History 
  • Published online August 31, 2003.
Copyright & Usage 
© 2003 Pageant Media Ltd

Author Information

  1. In Joon Kim
    1. A professor at the Graduate School of Management at the Korea Advanced Institute of Science and Technology in Seoul. (ijkim{at}kgsm.kaist.ac.kr)
  2. Geun Hyuk Chang
    1. A Ph.D. student at the Graduate School of Management at the Korea Advanced Institute of Science and Technology. (geunhyuk{at}kgsm.kaist.ac.kr)
  3. Suk Joon Byun
    1. A visiting professor at the Graduate School of Management at the Korea Advanced Institute of Science and Technology. (sjbyun{at}kgsm.kaist.ac.kr)
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Valuation of Arithmetic Average Reset Options
In Joon Kim, Geun Hyuk Chang, Suk Joon Byun
The Journal of Derivatives Aug 2003, 11 (1) 70-80; DOI: 10.3905/jod.2003.319212
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