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...
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| Format: | Thesis |
| Language: | eng eng |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://etd.uum.edu.my/10157/3/s826027_01.pdf https://etd.uum.edu.my/10157/4/s826027_02.pdf |
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