Dynamic hybrid pricing formulation for equity warrants

Equity warrants are instruments issued by a company that give the stockholder the privilege of buying a stock at a certain strike price within a particular timeframe. Motivated by empirical studies, the Black-Scholes option pricing model is not suitable to price a warrant since both assumptions of c...

Full description

Saved in:
Bibliographic Details
Main Author: Ibrahim, Siti Zulaiha
Format: Thesis
Published: 2022
Online Access:https://etd.uum.edu.my/10157/3/s826027_01.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!