The pricing of a bond with attached warrant under the jump-diffusion model (Q3017244)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5927273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The pricing of a bond with attached warrant under the jump-diffusion model |
scientific article; zbMATH DE number 5927273 |
Statements
19 July 2011
0 references
bond with attached warrant
0 references
equivalent martingale
0 references
jump-diffusion model
0 references
0.8499044179916382
0 references
0.8307017683982849
0 references
0.7662847638130188
0 references
