Based on the closed-form solutions of partial barrier options, we derive the prices of general reset options with
m reset levels and continuous reset dates. Furthermore, we provide some special characteristics of reset call
and put options. We explore the phenomena of delta jump existing for reset call and put options during the entire
reset period whenever the stock price touches the barriers. For practical application, we use the reset call
options with continuous reset dates as control variates to evaluate the prices of six arithmetic average reset
options listed on Taiwan Stock Exchange from 1998 to 1999.