Stochastic pricing formulation for hybrid equity warrants (Q2129745)
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scientific article; zbMATH DE number 7512906
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic pricing formulation for hybrid equity warrants |
scientific article; zbMATH DE number 7512906 |
Statements
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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0.7948601245880127
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0.7318189144134521
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0.7230756282806396
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0.7200204133987427
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