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5. Investor Behavior and Valuation of Turbo Warrant

Investor Behavior and Valuation of Turbo Warrant

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：bigdoglsm

【摘 要】

：

　　We examine how investors valuate turbo warrant,which are essentially barrier options.Investors treat turbo warrant like lotteries in that they prefer turbo

【作 者】

：

Yang Xuewei 

【机 构】

：

Nanjing Univ.

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　We examine how investors valuate turbo warrant,which are essentially barrier options.Investors treat turbo warrant like lotteries in that they prefer turbo warrant with low prices,high volatilities,and high skewness.

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