Pricing of Warrants with Stock Price Dependent Threshold Conditions
Warrants with stock price dependent threshold conditions give the right to buy specially issued stocks, if the performance of the stock price satisfies some requirements. Existence of these derivatives changes the price process of the underlying. We show that in the presence of such warrants one can...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2015-07-01
|
| Series: | Mathematical Modelling and Analysis |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/MMA/article/view/1017 |