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

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

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Datum:2022
Hauptverfasser: A. Sawal, S. Ibrahim, T. Roslan
Format: Artikel
Sprache:English
Veröffentlicht: 2022
Schriftenreihe:Mathematical Modeling and Computing
Online Zugang:http://jnas.nbuv.gov.ua/article/UJRN-0001378977
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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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
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Mathematical Modeling and Computing
spellingShingle Mathematical Modeling and Computing
A. Sawal
S. Ibrahim
T. Roslan
Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
format Article
author A. Sawal
S. Ibrahim
T. Roslan
author_facet A. Sawal
S. Ibrahim
T. Roslan
author_sort A. Sawal
title 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_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_sort pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
publishDate 2022
url http://jnas.nbuv.gov.ua/article/UJRN-0001378977
work_keys_str_mv AT asawal pricingequitywarrantswithjumpsstochasticvolatilityandstochasticinterestrates
AT sibrahim pricingequitywarrantswithjumpsstochasticvolatilityandstochasticinterestrates
AT troslan pricingequitywarrantswithjumpsstochasticvolatilityandstochasticinterestrates
first_indexed 2025-07-17T10:44:42Z
last_indexed 2025-07-17T10:44:42Z
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