Browsing Magister Scientiae - MSc (Computer Science) by Subject "Jump diffusion models"

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  • Numerical Methods for Mathematical Models on Warrant Pricing 

    Londani, Mukhethwa (University of the Western Cape, 2010)
    Warrant pricing has become very crucial in the present market scenario. See, for example, M. Hanke and K. Potzelberger, Consistent pricing of warrants and traded options, Review Financial Economics 11(1) (2002) 63-77 where ...