Work

Warrant Pricing: Jump-Diffusion vs. Black-Scholes

Year: 1993

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331289

Authors: Joseph W. Kremer, Rodney L. Roenfeldt

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978896750

FWCI: 3.294

Cites: 29

Cited by: 37

Related to: 10