Empirical study of black-scholes warrant pricing model on the stock exchange of Malaysia
This paper addresses the question of how well the best-known warrant/ option pricing model – the Black-Scholes model – work in the stock exchange of Malaysia. Results of most studies (Rubinstein, 1981; Geske, Roll, & Shastri, 1983; Scott, 1987) have been positive in that the Black-Scholes model...
| 第一著者: | |
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| フォーマット: | 学位論文 |
| 言語: | 英語 |
| 出版事項: |
2004
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| 主題: | |
| オンライン･アクセス: | http://eprints.usm.my/25755/ |
| Abstract | Abstract here |