An empirical investigation of the factors that determine the pricing of Dutch index warrants

European Financial Management

Volumn 2, Issue 1, 1996, Pages 97-112

  De Roon, Frans ^a   Veld, Chris ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

G13; Index options; Option pricing tests; Option pricing theory; Warrants

Indexed keywords

EID: 0344785944     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.1996.tb00030.x     Document Type: Article

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