Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668): Difference between revisions

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+Wei-Lin Xiao
@@ Property / author: Wei-Lin Xiao / rank @@
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+Xi-Li Zhang
@@ Property / author: Xi-Li Zhang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2016.03.100
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+W2337087508
@@ Property / OpenAlex ID: W2337087508 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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