Warrant Pricing Model with Autocorrelated Underlying Stock Returns.

Jianquan Sun Xiaoxian Ma

Published in: BIFE (2009)

Keyphrases

pricing model
stock returns
stock price
real option
cash flow
stock market
convertible bonds
bi level
cross sectional
dynamic pricing
financial time series
empirical analysis
decision making
news articles
gray scale
image segmentation
case study