Reset Warrants Pricing, Reset Terms, and Liquidity Cost
碩士 === 國立中央大學 === 財務管理研究所 === 88 === Our paper evaluates the American-style moving-average reset call warrants using Monte Carlo simulation method. Then, we investigate the affections on the prices of the American-style moving-average reset call warrants by changing the values of the rese...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82510367945246308997 |