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《Systems Engineering-Theory Methodology Application》 2004-06
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Determination about Minimum Level of Reload Option Strike Price

LI Chao-jie,HE Jian-min (College of Economics and Management, Southeast Univ., Nanjing 210096, China)  
Strike price is an important variable of the stock options. The paper thinks that setting the new strike price equal to the stock price on the reloading date is not always suitable, gives the tentative method to calculate the minimum level of the strike price, and makes a test by a case.
【Fund】: 国家自然科学基金资助项目(70371035)
【CateGory Index】: F830.9
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【References】
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1 FENG Guang bo,LIU Zai ming,HOU Zhen ting(Maths Science and Computing Technology College,Central South University,Changsha 410075,China);Valuing the Price of American Reload Option by Binomial Option Pricing Model[J];Journal of Changsha Railway University;2002-03
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【Co-citations】
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1 HUANG Yibing(School of Computer & Information Engineering,Hohai University,Nanjing 210098,China);An improved dijkstra algorithm for the graphs of Shorlest-Path tree[J];Journal of Beijing Institute of Machinery;2002-04
2 Zhang Shuguang (Beijing University of Aeronautics and Astronautics,Dept. of Flight Vehicle Design and Applied Mechanics) Sun Jinbiao (Air Force Command College, 2th Dept.);Research on Optimal Pointing Maneuvers of Post Stall Aircraft[J];Journal of Beijing University of Aeronautics and Astronautics;1998-06
3 Liu Youfeng (Department of Mechanical and Engineering, Beijing 100044);Mathmatics Model of Opimization Calculation for Gantry Crane[J];JOURNAL OF BEIJING INSTITUTE OF CIVIL ENGINEERING AND ARCHITECTURE;2000-03
4 FU Qiang~1,YU Jian-long~2 (1.School of Economics and Business Administration,Chongqing University,Chongqing 400044,China;2.School of Mathematics and Sciences,Chongqing University,Chongqing 400044,China);Reload Stock Options Pricing with Underlying Stock Asset Obeying Ornstein-Uhlenbeck Process[J];Commercial Research;2006-11
5 OU Hui ,XIANG Xu - yan ,YANG Xiang - qun (College Of Mathematics & Computer Science,Hunan Normal University, Changsha, Hunan 410081; Dept. Of Mathematics, Hunan University of Arts and Science, Changde, Hunan, 415000);Pricing of the Innovative Reset Options under Stochastic Interest[J];;2004-03
6 YANG Ji-guang,LIU Hai-long(Antai College of Economics and Management,Shanghai JiaotongUniversity,Shanghai 200030,China);Study on Moderateness of Regulatory Capital of Banking——Empirical Analysis Based on Listed Banks in China[J];Journal of Finance and Economics;2009-02
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8 ZENG Qing guang (Changsha Communications University, Changsha 410076, China);Improved Scheme of Rosen's Gradient Projection Method and the Proof of Its Equivalency[J];Journal of Changsha Communications University;2001-02
9 LIU Shu-hai, DONG Hui- min, ZOU Kai-qi(Mechanical Engineering College, Dalian University of Technology, Dalian 116024, China, InformationEngineering Colloge, Dalian University, Dalian 116622, China);Optimal Design of Harmonic Driver Arc Teeth Based on the Kinematics Geometry[J];Journal of Dalian University;2002-02
10 MA Yong-liang~1,ZHANG He-cheng~2(1.Nankai University,Graduate Department,Tianjin,300071;2.Dongbei University of Finance and Economics,Graduate Department,Dalian Liaoning,116025);The pricing and applications of cross currency forward contracts[J];Journal of Dongbei University of Finance and Economics;2006-01
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1 WANG Ji LIU Yu-jun JI Zhuo-shang DENG Yan-ping (Dalian University of Technology,Dalian,China);Prediction of Line Heating Parameters for Pillow Shape Plate[A];[C];2004
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Chinese Journal Full-text Database 10 Hits
1 FENG Guang bo,LIU Zai ming,HOU Zhen ting(Maths Science and Computing Technology College,Central South University,Changsha 410075,China);Valuing the Price of American Reload Option by Binomial Option Pricing Model[J];Journal of Changsha Railway University;2002-03
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1 XU Feng1,ZHOU Sheng-wu2(1 Business Dep.,Suzhou Vocational Vniversity,Suzhou 215104,China;2 College of Sci.,Vniversity of Mining and Technology,Xuzhou 221008,China);On Pricing Reload Option in Geometric Fractional Brownian Motion Environment[J];Journal of Hubei University of Technology;2008-05
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