Pages that link to "Item:Q2885668"
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The following pages link to The martingale pricing for warrant bonds under stochastic interest rate (Q2885668):
Displaying 5 items.
- An extention of Samuelson's warrant valuation model and its application to Japanese data (Q1000380) (← links)
- Importance of mean-reversion of interest rate processes for options: The example of range warrants (Q1283718) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- (Q4996772) (← links)
- (Q5382378) (← links)