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- W4294137528 abstract "In this paper, within the framework of uncertainty theory, the valuation of equity warrants is investigated. Different from the methods of probability theory, the equity warrants pricing problem is solved by using the method of uncertain calculus. Based on the assumption that the firm price follows an uncertain differential equation, the equity warrants pricing formula is obtained for uncertain stock model." @default.
- W4294137528 created "2022-09-02" @default.
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- W4294137528 date "2017-11-22" @default.
- W4294137528 modified "2023-10-13" @default.
- W4294137528 title "Valuation of equity warrants for uncertain financial market" @default.
- W4294137528 doi "https://doi.org/10.48550/arxiv.1711.08356" @default.
- W4294137528 hasPublicationYear "2017" @default.
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