Analytics and algorithms for geometric average trigger reset options

Tian-Shyr Dai, I-Yuan Chen, Yuh-Yuan Fang, Yuh-Dauh Lyuu. Analytics and algorithms for geometric average trigger reset options. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 55-62, IEEE, 2003. [doi]

@inproceedings{DaiCFL03,
  title = {Analytics and algorithms for geometric average trigger reset options},
  author = {Tian-Shyr Dai and I-Yuan Chen and Yuh-Yuan Fang and Yuh-Dauh Lyuu},
  year = {2003},
  doi = {10.1109/CIFER.2003.1196242},
  url = {http://dx.doi.org/10.1109/CIFER.2003.1196242},
  researchr = {https://researchr.org/publication/DaiCFL03},
  cites = {0},
  citedby = {0},
  pages = {55-62},
  booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
  publisher = {IEEE},
  isbn = {0-7803-7654-4},
}