Equity Warrants Pricing Formula for Uncertain Financial Market

Toimittaja(t)

MDPI
2022-02-22
Artikkeli
Matematiikka
vertaisarvioitu
Artikkeli
Osuva_Shokrollahi_2022.pdf - Lopullinen julkaistu versio - 229.51 KB
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Pysyvä osoite

https://urn.fi/URN:NBN:fi-fe202301021150

Kuvaus

© 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/).
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.

URI

https://doi.org/10.3390/mca27020018

Emojulkaisu

ISBN

ISSN

2297-8747
1300-686X

Aihealue

Kausijulkaisu

Mathematical and Computational Applications|27

OKM-julkaisutyyppi

A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä

Avainsanat

equity warrantsuncertain stock modeluncertainty theory
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