Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates / Sawal, A., Ibrahim, S., Roslan, T. (2022)
web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0001378977
Mathematical Modeling and Computing  А - 2020 /  Issue (2022, Vol. 9, Num. 4)
Sawal A., Ibrahim S., Roslan T.
Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
Cite:
Sawal, A., Ibrahim, S., Roslan, T. (2022). Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates. Mathematical Modeling and Computing, 9 (4), 882-891. http://jnas.nbuv.gov.ua/article/UJRN-0001378977 | |
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