The pricing and optimal strategies of callable warrants (Q976411): Difference between revisions
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Latest revision as of 10:54, 10 December 2024
scientific article
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English | The pricing and optimal strategies of callable warrants |
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The pricing and optimal strategies of callable warrants (English)
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11 June 2010
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finance
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warrants
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call clauses
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optimal stopping problem
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optimal boundary
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decomposition of price
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