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

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

Saved in:
Bibliographic Details
Date:2022
Main Authors: A. Sawal, S. Ibrahim, T. Roslan
Format: Article
Language:English
Published: 2022
Series:Mathematical Modeling and Computing
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001378977
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

Institution

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 2025-07-17T10:44:42Z
last_indexed 2025-07-17T10:44:42Z
_version_ 1850410864315727872

Similar Items