Empirical study of black-scholes warrant pricing model on the stock exchange of Malaysia
This paper addresses the question of how well the best-known warrant/ option pricing model – the Black-Scholes model – work in the stock exchange of Malaysia. Results of most studies (Rubinstein, 1981; Geske, Roll, & Shastri, 1983; Scott, 1987) have been positive in that the Black-Scholes model...
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| Format: | Thesis |
| Language: | English |
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2004
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| Online Access: | http://eprints.usm.my/25755/1/EMPIRICAL_STUDY_OF_BLACK-SCHOLES_WARRANT_PRICING_MODEL_ON_THE_STOCK_EXHANGE_OF_MALAYSIA.pdf |