Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/45237
Title: Testing the warrant pricing model
Authors: Lim, K.-G. 
Phoon, K.-F. 
Issue Date: 1991
Source: Lim, K.-G.,Phoon, K.-F. (1991). Testing the warrant pricing model. Economics Letters 35 (4) : 451-455. ScholarBank@NUS Repository.
Abstract: Implied variances from traded call options are used to compute the model prices of warrants issued by the corresponding firms. Several examples show that the model prices do not provide accurate estimates of the actual warrant prices even after accounting for transactions costs. © 1991.
Source Title: Economics Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/45237
ISSN: 01651765
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

52
checked on Jan 20, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.