Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
Збережено в:
| Дата: | 2022 |
|---|---|
| Автори: | , , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
2022
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| Назва видання: | Mathematical Modeling and Computing |
| Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0001378977 |
| Теги: |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Репозитарії
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 |