Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
A warrant is a derivative that gives the right, but not the obligation, to buy or sell a security at a certain price before the expiration. The warrant valuation method was inspired by option valuation because of the certain similarities between these two derivatives. The warrant price formula und...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
Lviv Polytechnic National University
2022
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| Online Access: | http://psasir.upm.edu.my/id/eprint/102890/1/102890.pdf http://psasir.upm.edu.my/id/eprint/102890/ https://science.lpnu.ua/mmc/all-volumes-and-issues/volume-9-number-4-2022/pricing-equity-warrants-jumps-stochastic |
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