Pages that link to "Item:Q976411"
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The following pages link to The pricing and optimal strategies of callable warrants (Q976411):
Displaying 6 items.
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Pricing levered warrants with dilution using observable variables (Q5397455) (← links)
