Black-scholes approximation of warrant prices: slight return in a low interest rate environment
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DOI: 10.1007/s10479-022-04622-6
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More about this item
Keywords
Warrant; Option; Black-Scholes;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
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