Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
Збережено в:
| Дата: | 2022 |
|---|---|
| Автори: | , , |
| Формат: | Стаття |
| Мова: | English |
| 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| id |
open-sciencenbuvgovua-2692 |
|---|---|
| record_format |
dspace |
| 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 |
2023-06-08T19:29:04Z |
| last_indexed |
2023-09-24T18:03:15Z |
| _version_ |
1796877547596677120 |