The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521)
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scientific article; zbMATH DE number 6939632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate |
scientific article; zbMATH DE number 6939632 |
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The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (English)
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20 September 2018
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equity warrants
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zero coupon bond
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fractional Vasicek interest rate model
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partial differential equation method
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genetic algorithm
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