THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (Q5281720)
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scientific article; zbMATH DE number 6752339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS |
scientific article; zbMATH DE number 6752339 |
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THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (English)
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26 July 2017
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self-funding instalment warrants
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Asian options
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Black-Scholes' partial differential equation
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finite difference methods
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Monte Carlo simulation
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