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Abad et al., 2011 - Google Patents

Analysing bank-issued option pricing

Abad et al., 2011

Document ID
5568557799814475868
Author
Abad D
Nieto B
Publication year
Publication venue
The European Journal of Finance

External Links

Snippet

This paper investigates whether Spanish bank-issued options (warrants) trade under a fair price. The analysis is twofold. Price differences between traditional options and equivalent bank-issued options are analysed. The results show that bank-issued options are …
Continue reading at www.tandfonline.com (other versions)

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