The pricing models of covered warrants and empirical study in Thin markets and developed markets
Year of publication: |
2018
|
---|---|
Authors: | Phan Thi Kieu Hoa ; Dinh Thi Tham ; Nguyen Quy Thai Duong ; Nguyen Nam Thai ; Alluhaibi, Nada Thabet S. |
Published in: |
Vietnam's socio-economic development : a social science review. - Hanoi : [Verlag nicht ermittelbar], ISSN 0868-359X, ZDB-ID 1343756-2. - Vol. 23.2018, 95, p. 41-64
|
Subject: | Binomial model | Black-Scholes Model | Covered Warrant(s) | Developed Market | Thin Market | Trinomial Model | Optionsanleihe | Warrant bond | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Derivat | Derivative | CAPM |
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