Equity Warrants Pricing Formula for Uncertain Financial Market
Shokrollahi, Foad (2022-02-22)
Shokrollahi, Foad
MDPI
22.02.2022
Julkaisun pysyvä osoite on
https://urn.fi/URN:NBN:fi-fe202301021150
https://urn.fi/URN:NBN:fi-fe202301021150
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vertaisarvioitu
© 2022 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
© 2022 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
Tiivistelmä
In this paper, inside the system of uncertainty theory, the valuation of equity warrants is explored. Different from the strategies of probability theory, the valuation problem of equity warrants is unraveled by utilizing the strategy of uncertain calculus. Based on the suspicion that the firm price follows an uncertain differential equation, a valuation formula of equity warrants is proposed for an uncertain stock model.
Kokoelmat
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