EMPIRICAL EXERCISE BEHAVIOR OF WARRANT HOLDERS AND ITS CONSEQUENCES FOR WARRANT VALUES (Q5291325)
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scientific article; zbMATH DE number 5022372
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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