The pricing and optimal strategies of callable warrants (Q976411)
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scientific article; zbMATH DE number 5720376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing and optimal strategies of callable warrants |
scientific article; zbMATH DE number 5720376 |
Statements
The pricing and optimal strategies of callable warrants (English)
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11 June 2010
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finance
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warrants
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call clauses
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optimal stopping problem
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optimal boundary
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decomposition of price
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