The pricing and optimal strategies of callable warrants (Q976411)

From MaRDI portal
Revision as of 10:54, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The pricing and optimal strategies of callable warrants
scientific article

    Statements

    The pricing and optimal strategies of callable warrants (English)
    0 references
    0 references
    0 references
    11 June 2010
    0 references
    finance
    0 references
    warrants
    0 references
    call clauses
    0 references
    optimal stopping problem
    0 references
    optimal boundary
    0 references
    decomposition of price
    0 references

    Identifiers