Options with combined reset rights on strike and maturity
Article Abstract:
Reset rights allow derivative holders to extend maturity date or alter strike price. A study analyzing the optimal reset policy exercised by option holders relating to the strike price and maturity date is presented.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2005
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Dynamic efficiency in the two-sector overlapping generations model
Article Abstract:
A study is conducted via a welfare analysis of a simple tax or subsidy schemes to examine the dynamic efficacy of two-sector overlapping generation model.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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Second-best public debt with human capital externalities
Article Abstract:
The increase in human capital investment which ultimately leads to the lowering of optimal public debt is discussed.
Publication Name: Journal of Economic Dynamics & Control
Subject: Economics
ISSN: 0165-1889
Year: 2006
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