Equity Warrants Pricing Formula for Uncertain Financial Market
Pysyvä osoite
Kuvaus
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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.
Emojulkaisu
ISBN
ISSN
2297-8747
1300-686X
1300-686X
Aihealue
Kausijulkaisu
Mathematical and Computational Applications|27
OKM-julkaisutyyppi
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä