Pricing levered warrants under the CEV diffusion model (Q6549859)
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scientific article; zbMATH DE number 7859634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing levered warrants under the CEV diffusion model |
scientific article; zbMATH DE number 7859634 |
Statements
Pricing levered warrants under the CEV diffusion model (English)
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4 June 2024
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CEV model
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warrants
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dilution
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debt
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volatility
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