Stochastic equity volatility related to the leverage effect. II: Valuation of European equity options and warrants (Q4994397)
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scientific article; zbMATH DE number 7360805
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| English | Stochastic equity volatility related to the leverage effect. II: Valuation of European equity options and warrants |
scientific article; zbMATH DE number 7360805 |
Statements
Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (English)
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18 June 2021
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corporate finance
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financial structure
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leverage effect
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option pricing
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security valuation
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stochastic volatility
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warrants
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numerical methods
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0.8744131922721863
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0.8461272716522217
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0.788457453250885
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