An Empirical Study on Taiwan Warrant Market: Comparisons among AMM, CRR, and Black-Scholes Models
碩士 === 輔仁大學 === 管理學研究所 === 89 === The reset warrants issued in 1999 brought the warrant market new wave in Taiwan. At the same time, Figlewski and Gao advanced the Adaptive Mesh Model (AMM) that appeared in theory elastically and efficiently in pricing barrier options. Except evaluating t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62229597580754094966 |