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Dynamic Pricing Formulation for Hybrid Equity Warrants (S/O 14193)

Equity warrants provide the option of purchasing stocks at specific exercise price and time. This study develops hybrid equity warrants’ pricing formula using Heston-CIR model by considering the volatility and interest rate as stochastic processes. Analytical pricing formulas for hybrid equity warra...

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書目詳細資料
Main Authors:	Roslan, Teh Raihana Nazirah, Karim, Sharmila, Jameel, Ali Fareed
格式:	Monograph
語言:	English
出版:	UUM
主題:	QA Mathematics
在線閱讀:	https://repo.uum.edu.my/id/eprint/31563/1/14193.pdf https://repo.uum.edu.my/id/eprint/31563/
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