Equity Warrants Pricing Formula for Uncertain Financial Market

Tietueen suppeat tiedot
annif.suggestionssecurity market|shares|financial markets|mathematical models|yield|probability calculation|bonds|options (securities)|prices|warrants (securities)|enen
annif.suggestions.linkshttp://www.yso.fi/onto/yso/p12456|http://www.yso.fi/onto/yso/p11398|http://www.yso.fi/onto/yso/p7536|http://www.yso.fi/onto/yso/p11401|http://www.yso.fi/onto/yso/p4629|http://www.yso.fi/onto/yso/p4746|http://www.yso.fi/onto/yso/p18594|http://www.yso.fi/onto/yso/p3416|http://www.yso.fi/onto/yso/p750|http://www.yso.fi/onto/yso/p3386en
dc.contributor.authorShokrollahi, Foad
dc.contributor.departmentfi=Ei tutkimusalustaa|en=No platform|-
dc.contributor.facultyfi=Tekniikan ja innovaatiojohtamisen yksikkö|en=School of Technology and Innovations|-
dc.contributor.orcidhttps://orcid.org/0000-0003-1434-0949-
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2023-01-02T13:14:22Z
dc.date.accessioned2025-06-25T13:43:09Z
dc.date.available2023-01-02T13:14:22Z
dc.date.issued2022-02-22
dc.description.abstractIn 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.-
dc.description.notification© 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/).-
dc.description.reviewstatusfi=vertaisarvioitu|en=peerReviewed|-
dc.format.bitstreamtrue
dc.format.contentfi=kokoteksti|en=fulltext|-
dc.format.extent8-
dc.identifier.olddbid17491
dc.identifier.oldhandle10024/14952
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/2611
dc.identifier.urnURN:NBN:fi-fe202301021150-
dc.language.isoeng-
dc.publisherMDPI-
dc.relation.doi10.3390/mca27020018-
dc.relation.ispartofjournalMathematical and Computational Applications-
dc.relation.issn2297-8747-
dc.relation.issn1300-686X-
dc.relation.issue2-
dc.relation.urlhttps://doi.org/10.3390/mca27020018-
dc.relation.volume27-
dc.rightsCC BY 4.0-
dc.source.identifierWOS:000785605400001-
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/14952
dc.subjectequity warrants-
dc.subjectuncertain stock model-
dc.subjectuncertainty theory-
dc.subject.disciplinefi=Matematiikka|en=Mathematics|-
dc.titleEquity Warrants Pricing Formula for Uncertain Financial Market-
dc.type.okmfi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|en=A1 Peer-reviewed original journal article|sv=A1 Originalartikel i en vetenskaplig tidskrift|-
dc.type.publicationarticle-
dc.type.versionpublishedVersion-

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