Price matching for multiple rescindable options and European options
We study a modification of an American option such that the option holder can exercise the option early before the expiration, and he or she can revert later this decision to exercise a number of times. This feature gives additional flexibility and risk protection for the option holder. We found tha...
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| Format: | Journal Article |
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2008
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| Online Access: | http://hdl.handle.net/20.500.11937/24593 |