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...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93057596962642012366 |