Pricing Warrants: An Empirical Study of the Black‐Scholes Model and Its Alternatives

Keyphrases

• Black-Scholes Model 100%
• Potential Problems 50%
• Call Option 50%
• Pricing Model 50%
• Constant Elasticity of Variance 50%
• Warrant Pricing 50%
• Constant Variance 50%
• Price Forecast 50%
• Option Model 50%

Economics, Econometrics and Finance

• Pricing 100%
• Finance 50%
• Option Trading 50%