For the reset-strike put option, assuming r q, show that the early reset premium is given

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For the reset-strike put option, assuming r ≤ q, show that the early reset premium is given by (Dai, Kwok and Wu, 2004) 

where e(s, t) = Seqt d1.t-u T N (d,r-u); d -[eu p* (u)] du, du S - In 5) + (r-q+)(t  u) S* (u)

How do we modify the formula when r > q?

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