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Black-scholes approximation of warrant prices
Bensoussan, Alain - In: Advances in futures and options research : a research annual 8 (1995), pp. 1-14
Persistent link: https://www.econbiz.de/10001211324
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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On the prediction of the implied standard deviation
Brenner, Menachem - In: Advances in futures and options research : a research annual 2 (1987), pp. 167-177
Persistent link: https://www.econbiz.de/10001081781