Discrete-time pricing and optimal exercise of american perpetual warrants in the geometric random walk model

Robert J. Vanderbei, Mustafa Ç Pinar, Efe B. Bozkaya

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Discrete-time pricing and optimal exercise of american perpetual warrants in the geometric random walk model'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science