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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
International Journal of computer and information engineering (WASET)
2020
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/27989/1/ISSRI%2014%2011%202020%20133%20136.pdf http://repo.uum.edu.my/27989/ https://publications.waset.org/10011597/hybrid-equity-warrants-pricing-formulation-under-stochastic-dynamics |
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