Stochastic pricing formulation for hybrid equity warrants
A warrant is a financial agreement that gives the right but not the responsibility, to buy or sell a security at a specific price prior to expiration. Many researchers inadvertently utilize call option pricing models to price equity warrants, such as the Black Scholes model which had been found to h...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2022-01-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2022027?viewType=HTML |