Warrant pricing under GARCH diffusion model
Wu, Xin-Yu, Ma, Chao-Qun, Wang, Shou-YangVolume:
29
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2012.06.020
Date:
November, 2012
File:
PDF, 628 KB
english, 2012