DOAJ Open Access 2022

Equity Warrants Pricing Formula for Uncertain Financial Market

Foad Shokrollahi

Abstrak

In this paper, inside the system of uncertainty theory, the valuation of equity warrants is explored. Different from the strategies of probability theory, the valuation problem of equity warrants is unraveled by utilizing the strategy of uncertain calculus. Based on the suspicion that the firm price follows an uncertain differential equation, a valuation formula of equity warrants is proposed for an uncertain stock model.

Topik & Kata Kunci

Applied mathematics. Quantitative methods Mathematics Electronic computers. Computer science

Penulis (1)

Foad Shokrollahi

Format Sitasi

APA MLA BibTeX

Shokrollahi, F. (2022). Equity Warrants Pricing Formula for Uncertain Financial Market. https://doi.org/10.3390/mca27020018

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Informasi Jurnal

Tahun Terbit: 2022
Sumber Database: DOAJ
DOI: 10.3390/mca27020018
Akses: Open Access ✓