Modeling the price of hybrid equity warrants under stochastic volatility and interest rate
Previous studies revealed that most local researchers frequently used the Black Scholes model to price equity warrants. However, the Black Scholes model was perceived of possessing too many drawbacks, such as big errors of estimation and mispricing of equity warrants. In this work, we consider the p...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
COMPUSOFT
2020
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/27992/1/IJACT%209%203%202020%203586%203589.pdf |