Accelerated Share Repurchases Under Stochastic Volatility
Year of publication: |
[2023]
|
---|---|
Authors: | Krishnan, Nikhil ; Sircar, Ronnie |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Aktienrückkauf | Share repurchase |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 3, 2023 erstellt |
Classification: | C60 - Mathematical Methods and Programming. General ; C63 - Computational Techniques ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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