The valuation of self-funding instalment warrants
J.N. Dewynne, N. El-Hassan
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Dewynne, Jeff N. ; Hassan, Nadima el |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 4, p. 1-48
|
| Subject: | Self-funding instalment warrants | Asian options | Black-Scholes' partial differential equation | finite-difference methods | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Optionsgeschäft | Option trading | Derivat | Derivative | Optionsanleihe | Warrant bond | Black-Scholes-Modell | Black-Scholes model | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S021902491750025X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687010