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Time-Changed Fractional Black-Scholes Interest Rate Model for Pricing Equity Warrants

Shokrollahi, Foad; Magdziarz, Marcin - 2021

Abstract. Equity warrants are instruments that bestow upon the holder of the instrument the right to buy a particular stock at a predetermined price within a stipulated time frame. However, to gain this right, the buyer of such warrants usually needs to make an upfront payment to the warrants...

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