Warrants pricing : stochastic volatility vs. Black-Scholes
Year of publication: |
2002
|
---|---|
Authors: | Huang, Yu Chuan ; Chen, Shing Chun |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 10.2002, 4, p. 393-409
|
Subject: | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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