Hybrid equity warrants pricing formulation under stochastic dynamics

—A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, s...

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Bibliographische Detailangaben
Hauptverfasser: Roslan, Teh Raihana Nazirah, Ibrahim, Siti Zulaiha, Karim, Sharmila
Format: Artikel
Sprache:English
Veröffentlicht: International Journal of computer and information engineering (WASET) 2020
Schlagworte:
Online Zugang:https://repo.uum.edu.my/id/eprint/27989/1/ISSRI%2014%2011%202020%20133%20136.pdf