The decision of stock returns'' distribution and its application on warrants pricing
碩士 === 國立政治大學 === 國際貿易學系 === 86 === The study tries to release the stock price distribution in Black-Scholes model, and use the risk-neutral valuation technique to construct another pricing formula which also has closed form. Then we use th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14600386214977264957 |
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