The pricing and optimal strategies of callable warrants
type: Item
instance of: scholarly article
title: The pricing and optimal strategies of callable warrants
zbMATH Open document ID: 1188.91075
author: Kyoko Yagi
author: Katsushige Sawaki
published in: European Journal of Operational Research
publication date: 2010-06-11T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 5720376
zbMATH Keywords: finance
zbMATH Keywords: warrants
zbMATH Keywords: call clauses
zbMATH Keywords: optimal stopping problem
zbMATH Keywords: optimal boundary
zbMATH Keywords: decomposition of price
MaRDI profile type: Publication
full work available at URL: j.ejor.2010.02.002
OpenAlex ID: W1968099207
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DOI: 10.1016/J.EJOR.2010.02.002
description: scientific article; zbMATH DE number 5720376