A comprehensive literature review on pricing equity warrants using stochastic approaches
Prior literature's revealed that most researchers tend to employ the Black Scholes model to price equity warrants. However, the Black Scholes model was found deficient by contributing to large estimation errors and mispricing of equity warrants. Therefore( issues revolving equity warrants are...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/27993/1/ICOQSIA%202020%201%2012.pdf |