Pages that link to "Item:Q6051961"
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The following pages link to AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961):
Displaying 6 items.
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation (Q2100415) (← links)
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- Monte Carlo simulation pricing based on summation of fractional Gaussian noise (Q2885783) (← links)
- (Q4996772) (← links)
- (Q5382378) (← links)