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A Complete Model of Warrant Pricing that Maximizes Utility
0 references·16 citing·47 second hop
A Complete Model of Warrant Pricing that Maximizes Utility (1969)A Complete Model of Warrant Pricing that …A bibliometric review of dividend policy literature (2023)A bibliometric review of divi…Cumulative Prospect Theory, Option Returns, and the Variance Premium (2018)Cumulative Prospect Theory, O…A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent-Claims Analysis (2011)A Theoretical and Empirical I…Risk‐Neutral Parameter Shifts and Derivatives Pricing in Discrete Time (2004)Risk‐Neutral Parameter Shifts…A short history of stochastic integration and mathematical finance: the early years, 1880–1970 (2004)A short history of stochastic…Future Possibilities in Finance Theory and Finance Practice (2002)Future Possibilities in Finan…Growth optimal investment and pricing of derivatives (2000)Growth optimal investment and…A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (2000)A GENERAL METHODOLOGY TO PRIC…A market utility approach to investment valuation (1994)A market utility approach to …The Pricing of Futures and Options Contracts on the Value Line Index (1986)The Pricing of Futures and Op…Efficient portfolio choice with differential taxation of dividends and capital gains (1977)Efficient portfolio choice wi…A theoretical and empirical investigation of the dual purpose funds (1976)A theoretical and empirical i…THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT (1973)THE RELATIONSHIP BETWEEN PUT …The Effects of Inflation on the Distribution of Economic Welfare (1973)The Effects of Inflation on t…A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET (1970)A MODEL OF WARRANT PRICING IN…Sequential Decision Problems: A Model to Exploit Existing Forecasters (1969)Sequential Decision Problems:…Survey of Financial Characteristics of Consumers, 1962-1963 (1966)Commodity Price Expectations and the Interest Rate (1969)Macroeconomic Conditions and the Size Distribution of Income: Evidence from the United Kingdom (1988)Measuring long-term inequality of opportunity (2010)Inequality and the inflation tax (2019)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Transparency, Risk Management and International Financial Fragility (2003)Design of Financial Systems: Towards a Syntheses of Function and Structure (2005)Modeling Financial Crises and Sovereign Risks (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of Finance from the Perspective of Continuous Time (1975)Contingent claims valuation when the security price is a combination of an Ito process and a random point process (1988)The variation of certain speculative prices (1997)A Survey of Contingent‐Claims Approaches to Risky Debt Valuation (2000)Theory of Rational Option Pricing (1973)Transactions costs and the relationship between put and call prices (1974)An algebra for evaluating hedge portfolios (1976)The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies (1982)Theory of rational option pricing (2005)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Taxes and portfolio composition (1978)STUDIES OF THE INFORMATION CONTENT OF QUALIFIED AUDIT REPORTS (1985)Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-Dividend Day Behavior (1989)An equilibrium characterization of the term structure (1977)An Empirical Comparison of Affine and Non-Affine Models for Equity Index Options (2006)Esscher transforms and consumption-based models (2009)A comparative study of the probability of default for global financial firms (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Stochastic Integration and Differential Equations (2005)The cost of capital, corporation finance and the theory of investment (2008)A Primer on Stochastic Differential Geometry for Signal Processing (2013)Quantitative Method in Finance: From Detachment to Ethical Engagement (2014)Does Geopolitical Risk Matter for Sovereign Credit Risk? 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  • 1969Sequential Decision Problems: A Model to Exploit Existing Forecasters133 cited
  • 1973THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT110 cited
  • 2011A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent-Claims Analysis110 cited
  • 1976A theoretical and empirical investigation of the dual purpose funds103 cited
  • 1977Efficient portfolio choice with differential taxation of dividends and capital gains78 cited
  • 2004A short history of stochastic integration and mathematical finance: the early years, 1880–197072 cited
  • 2018Cumulative Prospect Theory, Option Returns, and the Variance Premium71 cited
  • 1973The Effects of Inflation on the Distribution of Economic Welfare47 cited
  • 2002Future Possibilities in Finance Theory and Finance Practice47 cited
  • 2004Risk‐Neutral Parameter Shifts and Derivatives Pricing in Discrete Time45 cited
  • 1970A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET45 cited
  • 2023A bibliometric review of dividend policy literature41 cited
  • 2000Growth optimal investment and pricing of derivatives38 cited
  • 1994A market utility approach to investment valuation35 cited

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  • 1986The Pricing of Futures and Options Contracts on the Value Line Index31 cited
  • 2000A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS30 cited