Pricing levered warrants under the CEV diffusion model
Crossref DOI link: https://doi.org/10.1007/s11147-023-09199-1
Published Online: 2024-01-11
Published Print: 2024-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Glória, Carlos Miguel http://orcid.org/0000-0002-8597-5266
Dias, José Carlos
Cruz, Aricson
Funding for this research was provided by:
Fundação para CiÊncia e Tecnologia (2022.11993.BD)
ISCTE – Instituto Universitário
Text and Data Mining valid from 2024-01-11
Version of Record valid from 2024-01-11
Article History
Accepted: 14 December 2023
First Online: 11 January 2024