Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (Q4994397)
From MaRDI portal
scientific article; zbMATH DE number 7360805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants |
scientific article; zbMATH DE number 7360805 |
Statements
Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (English)
0 references
18 June 2021
0 references
corporate finance
0 references
financial structure
0 references
leverage effect
0 references
option pricing
0 references
security valuation
0 references
stochastic volatility
0 references
warrants
0 references
numerical methods
0 references
0 references
