Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Siti Zulaiha Ibrahim"'
Autor:
Teh Raihana Nazirah Roslan, Sharmila Karim, Siti Zulaiha Ibrahim, Ali Fareed Jameel, Zainor Ridzuan Yahya
Publikováno v:
AIMS Mathematics, Vol 7, Iss 1, Pp 398-424 (2022)
A warrant is a financial agreement that gives the right but not the responsibility, to buy or sell a security at a specific price prior to expiration. Many researchers inadvertently utilize call option pricing models to price equity warrants, such as
Externí odkaz:
https://doaj.org/article/f77f50c0f9064d71972f397f1fb00632
Autor:
Ali F. Jameel, Siti Zulaiha Ibrahim, Sharmila Karim, Teh Raihana Nazirah Roslan, Zainor Ridzuan Yahya
Publikováno v:
AIMS Mathematics, Vol 7, Iss 1, Pp 398-424 (2022)
A warrant is a financial agreement that gives the right but not the responsibility, to buy or sell a security at a specific price prior to expiration. Many researchers inadvertently utilize call option pricing models to price equity warrants, such as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68ca41767d4d523b313d4f5fa89e9220
https://www.aimspress.com/article/doi/10.3934/math.2022027?viewType=HTML
https://www.aimspress.com/article/doi/10.3934/math.2022027?viewType=HTML
Publikováno v:
Universal Journal of Accounting and Finance. 9:396-404
Prior studies revealed that most researchers tend to employ the Black Scholes model to price equity warrants. However, the Black Scholes model was found deficient by contributing to large estimation errors and mispricing of equity warrants. Therefore
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6adb78c8ee85b47e677f06310b5ae26b
https://doi.org/10.13189/ujaf.2021.090314
https://doi.org/10.13189/ujaf.2021.090314