Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668)
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scientific article; zbMATH DE number 6978243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model |
scientific article; zbMATH DE number 6978243 |
Statements
Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (English)
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13 November 2018
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equity warrants
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promised lowest price
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dilution effect
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log-normal jump-diffusion process
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parameter estimation
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