The forecasting of warrant pricing models with transaction costs
碩士 === 淡江大學 === 財務金融學系 === 87 === This study empirically examines the forecasting ability of warrant pricing models for Taiwan''s covered warrants with transaction costs. The warrant pricing models include The time-based models and move-based models. Leland(LL)、Boyle and Vorst(BV)、Whalley...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1999
|
Online Access: | http://ndltd.ncl.edu.tw/handle/93057596962642012366 |