Special Session 129: Qualitative and Quantitative Techniques for Differential Equations arising in Economics, Finance and Natural Sciences
Contents
A strike reset option is a European option with the added feature that it gives the holder the right to 'shout' during the life of the option and thus reset the strike to the then prevailing stock price. The related shout option is similar, but upon 'shouting' the holder resets the strike and locks in a profit.