Pricing warrant bonds with credit risk under a jump diffusion process

DOI10.1155/2018/4601395zbMath1422.91724OpenAlexW2834828368MaRDI QIDQ1727102

Wei Wang, Xiaonan Su, Wen Sheng Wang

Publication date: 20 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/4601395

Mathematics Subject Classification ID

Related Items (1)

Stochastic pricing formulation for hybrid equity warrants

Cites Work

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