The martingale pricing for warrant bonds under stochastic interest rate (Q2885668)
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scientific article; zbMATH DE number 6040579
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| English | The martingale pricing for warrant bonds under stochastic interest rate |
scientific article; zbMATH DE number 6040579 |
Statements
1 June 2012
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warrant bond
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options
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risk-neutral valuation
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Vasicek interest rate
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0.8930959
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0.88304234
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0.87528396
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0.86307335
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The martingale pricing for warrant bonds under stochastic interest rate (English)
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