Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463)
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| Language | Label | Description | Also known as |
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| English | Pricing equity warrants in Merton jump-diffusion model with credit risk |
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Pricing equity warrants in Merton jump-diffusion model with credit risk (English)
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25 May 2022
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equity warrants
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debt
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dilution effect
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jump-diffusion model
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maximum likelihood estimation
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