Stochastic pricing formulation for hybrid equity warrants (Q2129745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic pricing formulation for hybrid equity warrants |
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Stochastic pricing formulation for hybrid equity warrants (English)
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25 April 2022
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equity warrants
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stochastic interest rate
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stochastic volatility
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Heston-CIR model
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hybrid model
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