Matches in SemOpenAlex for { <https://semopenalex.org/work/W2357668271> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2357668271 abstract "A stock volatility model based on equity warrant is proposed.Based on CEV model,we construct an optimal elasticity formula able to measure risk-shifting effect.According to the option pricing formula with non-central chi-squared distribution,we propose the equity warrant pricing model under considering dilution-effect and risk-shifting effect.The model is able to overcome the fault that traditional equity warrant pricing models can't get observable variables,and decrease the pricing bias.According to the result of numerical simulation,the proposing model outperforms the BS and SRCEV model by analyzing the relative and the absolute pricing errors." @default.
- W2357668271 created "2016-06-24" @default.
- W2357668271 creator A5015720040 @default.
- W2357668271 date "2011-01-01" @default.
- W2357668271 modified "2023-09-26" @default.
- W2357668271 title "Equity Warrant Pricing Model under Considering Risk-shifting Effect" @default.
- W2357668271 hasPublicationYear "2011" @default.
- W2357668271 type Work @default.
- W2357668271 sameAs 2357668271 @default.
- W2357668271 citedByCount "0" @default.
- W2357668271 crossrefType "journal-article" @default.
- W2357668271 hasAuthorship W2357668271A5015720040 @default.
- W2357668271 hasConcept C106159729 @default.
- W2357668271 hasConcept C127413603 @default.
- W2357668271 hasConcept C149782125 @default.
- W2357668271 hasConcept C162118730 @default.
- W2357668271 hasConcept C162324750 @default.
- W2357668271 hasConcept C17744445 @default.
- W2357668271 hasConcept C181236170 @default.
- W2357668271 hasConcept C194483076 @default.
- W2357668271 hasConcept C199539241 @default.
- W2357668271 hasConcept C199728807 @default.
- W2357668271 hasConcept C204036174 @default.
- W2357668271 hasConcept C2776916960 @default.
- W2357668271 hasConcept C78519656 @default.
- W2357668271 hasConcept C91602232 @default.
- W2357668271 hasConceptScore W2357668271C106159729 @default.
- W2357668271 hasConceptScore W2357668271C127413603 @default.
- W2357668271 hasConceptScore W2357668271C149782125 @default.
- W2357668271 hasConceptScore W2357668271C162118730 @default.
- W2357668271 hasConceptScore W2357668271C162324750 @default.
- W2357668271 hasConceptScore W2357668271C17744445 @default.
- W2357668271 hasConceptScore W2357668271C181236170 @default.
- W2357668271 hasConceptScore W2357668271C194483076 @default.
- W2357668271 hasConceptScore W2357668271C199539241 @default.
- W2357668271 hasConceptScore W2357668271C199728807 @default.
- W2357668271 hasConceptScore W2357668271C204036174 @default.
- W2357668271 hasConceptScore W2357668271C2776916960 @default.
- W2357668271 hasConceptScore W2357668271C78519656 @default.
- W2357668271 hasConceptScore W2357668271C91602232 @default.
- W2357668271 hasLocation W23576682711 @default.
- W2357668271 hasOpenAccess W2357668271 @default.
- W2357668271 hasPrimaryLocation W23576682711 @default.
- W2357668271 hasRelatedWork W1516749189 @default.
- W2357668271 hasRelatedWork W2190482411 @default.
- W2357668271 hasRelatedWork W2197300217 @default.
- W2357668271 hasRelatedWork W2211943612 @default.
- W2357668271 hasRelatedWork W2273627162 @default.
- W2357668271 hasRelatedWork W247576269 @default.
- W2357668271 hasRelatedWork W2890995742 @default.
- W2357668271 hasRelatedWork W2913386767 @default.
- W2357668271 hasRelatedWork W2953898321 @default.
- W2357668271 hasRelatedWork W2974186778 @default.
- W2357668271 hasRelatedWork W3043349719 @default.
- W2357668271 hasRelatedWork W3110530486 @default.
- W2357668271 hasRelatedWork W3123995430 @default.
- W2357668271 hasRelatedWork W3124185027 @default.
- W2357668271 hasRelatedWork W3124914567 @default.
- W2357668271 hasRelatedWork W3124928293 @default.
- W2357668271 hasRelatedWork W3139600385 @default.
- W2357668271 hasRelatedWork W3150633614 @default.
- W2357668271 hasRelatedWork W2181432726 @default.
- W2357668271 hasRelatedWork W2183427467 @default.
- W2357668271 isParatext "false" @default.
- W2357668271 isRetracted "false" @default.
- W2357668271 magId "2357668271" @default.
- W2357668271 workType "article" @default.