Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates

Gespeichert in:
Bibliographische Detailangaben
Datum:2022
Hauptverfasser: A. Sawal, S. Ibrahim, T. Roslan
Format: Artikel
Sprache:Englisch
Veröffentlicht: 2022
Schriftenreihe:Mathematical Modeling and Computing
Online Zugang:http://jnas.nbuv.gov.ua/article/UJRN-0001378977
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS
_version_ 1859481047302930432
author A. Sawal
S. Ibrahim
T. Roslan
author_facet A. Sawal
S. Ibrahim
T. Roslan
author_sort A. Sawal
collection Open-Science
first_indexed 2025-07-17T10:44:42Z
format Article
id open-sciencenbuvgovua-2692
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
last_indexed 2025-07-17T10:44:42Z
publishDate 2022
record_format dspace
series Mathematical Modeling and Computing
spelling open-sciencenbuvgovua-26922023-09-12T18:01:17Z Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates A. Sawal S. Ibrahim T. Roslan 2312-9794 2022 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001378977 Article
spellingShingle Mathematical Modeling and Computing
A. Sawal
S. Ibrahim
T. Roslan
Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
title Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
title_full Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
title_fullStr Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
title_full_unstemmed Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
title_short Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
title_sort pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
url http://jnas.nbuv.gov.ua/article/UJRN-0001378977
work_keys_str_mv AT asawal pricingequitywarrantswithjumpsstochasticvolatilityandstochasticinterestrates
AT sibrahim pricingequitywarrantswithjumpsstochasticvolatilityandstochasticinterestrates
AT troslan pricingequitywarrantswithjumpsstochasticvolatilityandstochasticinterestrates