THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (Q5281720): Difference between revisions

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Latest revision as of 05:07, 14 July 2024

scientific article; zbMATH DE number 6752339
Language Label Description Also known as
English
THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS
scientific article; zbMATH DE number 6752339

    Statements

    THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (English)
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    26 July 2017
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    self-funding instalment warrants
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    Asian options
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    Black-Scholes' partial differential equation
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    finite difference methods
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    Monte Carlo simulation
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