This paper describes four separate option types as special cases of Bermudans with general inter - exercise and time to final maturity. This produces a surface with European, finite American, infinite Bermudan and infinite American options as special cases. This allows Geske-Johnson 1984)...

This study extends the Hull and White (1993) binomial method to construct a trinomial model for the valuation of American-style warrants whose strike price can be reset to a new price level. The reset criteria is conditioned upon the average underlying asset price hitting the reset barrier in a...

This paper describes four separate option types as special cases of Bermudans with general inter-exercise and time to final maturity. This produces a surface with European, finite American, infinite Bermudan and infinite American options as special cases. This allows <link rid="b13">Geske-Johnson (1984)</link>...