Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physa.2016.03.100 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2337087508 / rank | |||
Normal rank | |||
Revision as of 18:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model |
scientific article |
Statements
Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (English)
0 references
13 November 2018
0 references
equity warrants
0 references
promised lowest price
0 references
dilution effect
0 references
log-normal jump-diffusion process
0 references
parameter estimation
0 references
