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Black-scholes approximation of warrant prices: slight return in a low interest rate environment

Crossref DOI link: https://doi.org/10.1007/s10479-022-04622-6

Published Online: 2022-03-20

Published Print: 2024-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bertrand, Philippe https://orcid.org/0000-0002-3747-5419
Funding

Funding for this research was provided by:

Agence Nationale de la Recherche (ANR-17-EURE-0020)
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Text and Data Mining valid from 2022-03-20

Version of Record valid from 2022-03-20
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Article History

Accepted: 14 February 2022

First Online: 20 March 2022