Pages that link to "Item:Q5397455"

The following pages link to Pricing levered warrants with dilution using observable variables (Q5397455):

Displaying 8 items.

• Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
• Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
• The risk-shifting effect and the value of a warrant (Q3064022) (← links)
• THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (Q5281720) (← links)
• Black-Scholes approximation of warrant prices: slight return in a low interest rate environment (Q6547038) (← links)
• Pricing levered warrants under the CEV diffusion model (Q6549859) (← links)