The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
type: Item
instance of: scholarly article
title: The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
zbMATH Open document ID: 1402.91821
published in: Physica A
publication date: 2018-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6939632
zbMATH Keywords: equity warrants
zbMATH Keywords: zero coupon bond
zbMATH Keywords: fractional Vasicek interest rate model
zbMATH Keywords: partial differential equation method
zbMATH Keywords: genetic algorithm
author: Wei-Lin Xiao
author: Wei-Guo Zhang
author: Xili Zhang
author: Xiaoyan Chen
MaRDI profile type: Publication
full work available at URL: j.physa.2013.09.033
OpenAlex ID: W2041452637
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DOI: 10.1016/J.PHYSA.2013.09.033
description: scientific article; zbMATH DE number 6939632