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The evaluation of German warrants

An empirical investigation

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Abstract

The aim of this study is to empirically examine the suitability of various models for evaluating warrants. In particular, the influence of the under-and overvaluation on the future price development of the warrant is to be determined.

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Pflaumer, P. The evaluation of German warrants. Statistical Papers 32, 343–352 (1991). https://doi.org/10.1007/BF02925510

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  • DOI: https://doi.org/10.1007/BF02925510

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