Warrant pricing: B-S vs. CEV

WU Xin-yu, ZHOU Hai-lin, WANG Shou-yang, MA Chao-qun

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (5) : 1126-1134.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (5) : 1126-1134. DOI: 10.12011/1000-6788(2013)5-1126

Warrant pricing: B-S vs. CEV

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