Is warrant really a derivative? Evidence from the Chinese warrant market
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- Siriopoulos, Costas, 2015. "An Analysis of the Covered Warrants listed on the Athens Exchange," MPRA Paper 64636, University Library of Munich, Germany.
- Xiao, Weilin & Zhang, Xili, 2016. "Pricing equity warrants with a promised lowest price in Merton’s jump–diffusion model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 219-238.
More about this item
KeywordsWarrants; The Chinese warrant market; Option pricing model;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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