✦ LIBER ✦

Equity warrants pricing model under Fractional Brownian motion and an empirical study

✍ Scribed by Wei-Guo Zhang; Wei-Lin Xiao; Chun-Xiong He

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing model for equity warrants in a m

✍ Wei-Lin Xiao; Wei-Guo Zhang; Xili Zhang; Xiaoli Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 264 KB

American option pricing under GARCH diff

✍ Wu, Xinyu; Yang, Wenyu; Ma, Chaoqun; Zhao, Xiujuan 📂 Article 📅 2014 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 352 KB