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EMPIRICAL EXERCISE BEHAVIOR OF WARRANT HOLDERS AND ITS CONSEQUENCES FOR WARRANT VALUES - MaRDI portal

EMPIRICAL EXERCISE BEHAVIOR OF WARRANT HOLDERS AND ITS CONSEQUENCES FOR WARRANT VALUES (Q5291325)

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scientific article; zbMATH DE number 5022372
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English
EMPIRICAL EXERCISE BEHAVIOR OF WARRANT HOLDERS AND ITS CONSEQUENCES FOR WARRANT VALUES
scientific article; zbMATH DE number 5022372

    Statements

    EMPIRICAL EXERCISE BEHAVIOR OF WARRANT HOLDERS AND ITS CONSEQUENCES FOR WARRANT VALUES (English)
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    10 May 2006
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    early exercise
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    late exercise
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    option pricing
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    transaction costs
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    Monte Carlo simulation
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