Pages that link to "Item:Q1619668"
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The following pages link to Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668):
Displaying 6 items.
- An extention of Samuelson's warrant valuation model and its application to Japanese data (Q1000380) (← links)
- Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415) (← links)
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)