The pricing and optimal strategies of callable warrants (Q976411): Difference between revisions

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Revision as of 19:26, 19 March 2024

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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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