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

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Latest revision as of 23:00, 10 December 2024

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Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model
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    Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (English)
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    13 November 2018
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    equity warrants
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    promised lowest price
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    dilution effect
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    log-normal jump-diffusion process
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    parameter estimation
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