Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants
type: Item
instance of: scholarly article
title: Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants
zbMATH Open document ID: 1466.91369
DOI: 10.1080/13504869500000003
author: Michel Crouhy
author: Dan Galai
author: Alain Bensoussan
published in: Applied Mathematical Finance
publication date: 2021-06-18T00:00:00Z
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 7360805
zbMATH Keywords: corporate finance
zbMATH Keywords: financial structure
zbMATH Keywords: leverage effect
zbMATH Keywords: option pricing
zbMATH Keywords: security valuation
zbMATH Keywords: stochastic volatility
zbMATH Keywords: warrants
zbMATH Keywords: numerical methods
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/13504869500000003
OpenAlex ID: W2093407615
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description: scientific article; zbMATH DE number 7360805