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A review on Black-Scholes model in pricing warrants in Bursa Malaysia

This paper studies the accuracy of the Black-Scholes (BS) model and the dilution-adjusted Black-Scholes (DABS) model to pricing some warrants traded in the Malaysian market. Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) are used to compare the two models. Results show that the...

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書誌詳細
主要な著者:	Indra Gunawan, Nur Izzaty Ilmiah, Ibrahim, Siti Nur Iqmal, Abdul Rahim, Norhuda
フォーマット:	Conference or Workshop Item
言語:	English
出版事項:	AIP Publishing 2016
オンライン･アクセス:	http://psasir.upm.edu.my/id/eprint/57239/1/A%20review%20on%20Black-Scholes%20model%20in%20pricing%20warrants%20in%20Bursa%20Malaysia.pdf
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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