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We obtain analytical pricing formula for this option and the hedging parameters Delta and Gamma. Furthermore, some numerical examples are provided to analyze some characteristics of the outside\u2010reset option and to examine the impacts of the external parameters on option prices and Greeks. These results show that the external process can significantly affect option prices and Greeks.<\/jats:p>","DOI":"10.1155\/2018\/2825483","type":"journal-article","created":{"date-parts":[[2018,4,8]],"date-time":"2018-04-08T23:30:55Z","timestamp":1523230255000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Valuation on an Outside\u2010Reset Option with Multiple Resettable Levels and Dates"],"prefix":"10.1155","volume":"2018","author":[{"given":"Guangming","family":"Xue","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Bin","family":"Qin","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9344-5193","authenticated-orcid":false,"given":"Guohe","family":"Deng","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2018,4,8]]},"reference":[{"key":"e_1_2_8_1_2","doi-asserted-by":"publisher","DOI":"10.1080\/10920277.2001.10595994"},{"key":"e_1_2_8_2_2","doi-asserted-by":"publisher","DOI":"10.3905\/jod.1997.407987"},{"key":"e_1_2_8_3_2","doi-asserted-by":"publisher","DOI":"10.1177\/031289629902400101"},{"key":"e_1_2_8_4_2","first-page":"1","article-title":"Reset warrants: Design and valuation","volume":"6","author":"Hsueh L. 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