Pricing equity warrants in Merton jump-diffusion model with credit risk
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Publication:2141463
DOI10.1016/j.physa.2020.124883OpenAlexW3039004816MaRDI QIDQ2141463
Publication date: 25 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.124883
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Cites Work
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