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The rate of interest charged on short-term loans made between banks.
developed for option pricing under stochastic volatility and jump diffusion processes.
an option on a stock issued by that stock company. Warrants are often issued attached to bonds (with the warrant expiring on the bond's maturity date). When a warrant is exercised, new sh…
Margrabe's formula prices an option to exchange one risky asset for another risky asset (an exchange option).