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...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , , |
|---|---|
| Μορφή: | Conference or Workshop Item |
| Γλώσσα: | English |
| Έκδοση: |
AIP Publishing
2016
|
| Διαθέσιμο Online: | http://psasir.upm.edu.my/id/eprint/57239/1/A%20review%20on%20Black-Scholes%20model%20in%20pricing%20warrants%20in%20Bursa%20Malaysia.pdf |
| Ετικέτες: |
Προσθήκη ετικέτας
Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!
|