Valuation on an Outside-Reset Option with Multiple Resettable Levels and Dates

Table 1

Values of the outside-reset option with single strike reset and three reset dates.

1	2	3	1	2	3
0.1	85	85	1.0983	1.3492	2.5126	1.4386	2.0270	3.0660
		90	0.8019	0.8264	1.4968	1.1419	1.3303	1.9530
		95	0.6658	0.6714	0.8900	0.9536	1.0532	1.2390
	100	85	8.1683	8.4090	11.7214	9.4943	9.6839	13.0503
		90	7.6661	7.6884	9.8844	9.0126	9.0186	11.2641
		95	7.1837	7.5695	8.2075	8.5298	8.5466	9.5928
0.3	85	85	6.9739	7.5350	8.5148	7.5683	8.1354	9.1442
		90	6.7524	7.0896	7.6832	7.3454	7.6879	8.3018
		95	6.5682	6.7199	6.9890	7.1584	7.3132	7.5928
	100	85	15.1206	16.0240	17.5469	16.0921	16.9846	18.5190
		90	14.7867	15.3503	16.3057	15.7632	16.3221	17.2882
		95	14.4905	14.7533	15.2013	15.4695	15.7311	16.1858

The parameters are , , , and .